+217.9%
PANW vs APLD
+461.1%
-243.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.3% |
| 7D | -10.3% | +4.1% | -14.4% | -10.5% |
| 30D | -8.1% | -11.7% | +3.6% | -7.7% |
| 3M | +19.3% | -40.3% | +59.6% | +21.5% |
| 6M | +110.2% | -8.0% | +118.1% | +108.8% |
| YTD | +80.9% | +7.5% | +73.4% | +77.7% |
| 1Y | +73.3% | +84.0% | -10.8% | +65.4% |
| 3Y | +174.6% | +356.2% | -181.6% | +137.1% |
| All | +217.9% | +461.1% | -243.2% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling