+86.5%
PANW vs ADVB
-97.1%
+183.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.0% | -7.5% | +2.3% |
| 7D | -3.9% | +10.5% | -14.4% | -4.1% |
| 30D | -17.2% | -56.0% | +38.8% | -16.2% |
| 3M | -12.9% | -70.1% | +57.3% | -11.5% |
| 6M | +56.5% | -53.7% | +110.2% | +54.6% |
| YTD | +81.6% | -60.3% | +141.9% | +76.8% |
| 1Y | +53.2% | -73.1% | +126.4% | +50.3% |
| All | +86.5% | -97.1% | +183.6% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling