+222.9%
PANW vs APLD
+448.5%
-225.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | +1.2% |
| 7D | +2.0% | -0.5% | +2.5% | +2.0% |
| 30D | -11.8% | -13.2% | +1.4% | -11.3% |
| 3M | +28.6% | -33.8% | +62.4% | +30.4% |
| 6M | +104.4% | -5.9% | +110.3% | +103.0% |
| YTD | +83.8% | +5.1% | +78.6% | +80.6% |
| 1Y | +71.5% | +51.8% | +19.7% | +65.1% |
| 3Y | +172.2% | +397.7% | -225.5% | +134.2% |
| All | +222.9% | +448.5% | -225.6% | +165.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling