+316.7%
PANW vs AFL
+133.8%
+182.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -0.8% | -1.6% | +0.9% | -0.3% |
| 30D | -14.6% | -4.0% | -10.5% | -13.6% |
| 3M | +18.3% | -0.5% | +18.8% | +18.0% |
| 6M | +100.5% | +6.5% | +94.0% | +95.7% |
| YTD | +79.5% | +6.2% | +73.3% | +74.8% |
| 1Y | +66.7% | +8.3% | +58.4% | +60.8% |
| 3Y | +161.2% | +62.5% | +98.7% | +119.0% |
| All | +316.7% | +133.8% | +182.9% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling