+161.2%
PANW vs APA
+12.4%
+148.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.4% |
| 7D | -0.8% | +4.6% | -5.4% | -1.1% |
| 30D | -14.6% | +11.9% | -26.5% | -15.4% |
| 3M | +18.3% | +22.5% | -4.2% | +16.4% |
| 6M | +100.5% | +37.5% | +62.9% | +92.9% |
| YTD | +79.5% | +87.2% | -7.6% | +65.9% |
| 1Y | +66.7% | +101.4% | -34.7% | +52.1% |
| 3Y | +161.2% | +16.9% | +144.3% | +131.7% |
| All | +161.2% | +12.4% | +148.9% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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