+1,248.2%
PANW vs AEM
+378.0%
+870.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | -0.8% | -2.1% | +1.4% | -0.6% |
| 30D | -14.6% | +8.4% | -23.0% | -15.3% |
| 3M | +18.3% | +27.3% | -9.0% | +15.3% |
| 6M | +100.5% | -9.7% | +110.1% | +101.0% |
| YTD | +79.5% | +19.0% | +60.6% | +74.6% |
| 1Y | +66.7% | +31.5% | +35.2% | +60.3% |
| 3Y | +161.2% | +338.7% | -177.5% | +122.1% |
| 5Y | +322.2% | +307.4% | +14.8% | +256.0% |
| All | +1,248.2% | +378.0% | +870.2% | +1,005.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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