+161.2%
PANW vs AMCR
+6.5%
+154.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | -0.8% | -6.3% | +5.5% | -0.1% |
| 30D | -14.6% | -7.8% | -6.8% | -13.9% |
| 3M | +18.3% | +7.5% | +10.8% | +17.0% |
| 6M | +100.5% | +2.7% | +97.8% | +99.1% |
| YTD | +79.5% | +6.0% | +73.5% | +76.7% |
| 1Y | +66.7% | +7.8% | +58.9% | +63.5% |
| 3Y | +161.2% | +5.8% | +155.5% | +159.0% |
| All | +161.2% | +6.5% | +154.8% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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