+207.4%
PANW vs APLD
+239.8%
-32.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +0.1% |
| 7D | +2.7% | +2.7% | 0.0% | +2.6% |
| 30D | -14.1% | -21.4% | +7.3% | -13.3% |
| 3M | -18.6% | -47.8% | +29.2% | -16.6% |
| 6M | +41.5% | -64.9% | +106.3% | +46.7% |
| YTD | +74.9% | -34.9% | +109.8% | +75.0% |
| 1Y | +57.4% | -30.7% | +88.1% | +56.7% |
| 3Y | +152.1% | +305.3% | -153.2% | +119.0% |
| All | +207.4% | +239.8% | -32.4% | +157.6% |
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