+3,634.0%
PANW vs AMCR
+101.4%
+3,532.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -0.8% | -6.3% | +5.5% | +0.4% |
| 30D | -14.6% | -7.8% | -6.8% | -13.3% |
| 3M | +18.3% | +7.5% | +10.8% | +16.3% |
| 6M | +100.5% | +2.7% | +97.8% | +98.2% |
| YTD | +79.5% | +6.0% | +73.5% | +75.6% |
| 1Y | +66.7% | +7.8% | +58.9% | +62.3% |
| 3Y | +161.2% | +5.8% | +155.5% | +152.6% |
| 5Y | +322.2% | -11.6% | +333.8% | +323.2% |
| 10Y | +1,273.8% | +14.6% | +1,259.2% | +1,149.3% |
| All | +3,634.0% | +101.4% | +3,532.7% | +3,050.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling