+161.2%
PANW vs AIG
+33.9%
+127.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -14.6% | -1.1% | -13.5% | -14.4% |
| 3M | +18.3% | +0.7% | +17.6% | +17.8% |
| 6M | +100.5% | -2.2% | +102.6% | +100.7% |
| YTD | +79.5% | -10.8% | +90.3% | +84.7% |
| 1Y | +66.7% | -2.0% | +68.7% | +64.7% |
| 3Y | +161.2% | +34.8% | +126.4% | +126.8% |
| All | +161.2% | +33.9% | +127.3% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling