+62.2%
PANW vs APLD
-46.0%
+108.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.2% |
| 7D | -11.8% | -18.5% | +6.8% | -10.7% |
| 30D | -14.4% | -32.8% | +18.3% | -12.6% |
| 3M | -5.0% | -46.9% | +41.9% | -1.9% |
| 6M | +88.6% | -53.4% | +142.0% | +93.9% |
| YTD | +88.9% | -32.3% | +121.2% | +84.7% |
| 1Y | +62.2% | -46.5% | +108.8% | +62.2% |
| All | +62.2% | -46.0% | +108.3% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling