+164.8%
PANW vs APLD
+423.9%
-259.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | -0.4% |
| 7D | +2.0% | +9.0% | -6.9% | +1.6% |
| 30D | -13.0% | -6.6% | -6.4% | -12.8% |
| 3M | +28.6% | -35.2% | +63.9% | +30.7% |
| 6M | +103.0% | +0.4% | +102.6% | +100.7% |
| YTD | +81.9% | +10.7% | +71.2% | +78.0% |
| 1Y | +69.6% | +78.6% | -8.9% | +61.5% |
| All | +164.8% | +423.9% | -259.2% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling