+1,248.2%
PANW vs ALB
+78.3%
+1,169.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.7% |
| 7D | -0.8% | -6.6% | +5.8% | +0.5% |
| 30D | -14.6% | -8.1% | -6.4% | -13.3% |
| 3M | +18.3% | -25.7% | +44.0% | +24.6% |
| 6M | +100.5% | -29.5% | +129.9% | +111.1% |
| YTD | +79.5% | -16.2% | +95.7% | +80.8% |
| 1Y | +66.7% | +59.2% | +7.5% | +45.4% |
| 3Y | +161.2% | -33.7% | +195.0% | +158.3% |
| 5Y | +322.2% | -48.1% | +370.3% | +326.2% |
| All | +1,248.2% | +78.3% | +1,169.9% | +882.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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