+89.6%
PANW vs AS
+123.4%
-33.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +2.7% | -4.9% | +7.5% | +3.6% |
| 30D | -14.1% | +3.9% | -18.0% | -14.8% |
| 3M | -18.6% | -9.6% | -9.0% | -17.2% |
| 6M | +41.5% | -8.7% | +50.1% | +43.1% |
| YTD | +74.9% | -19.8% | +94.8% | +80.4% |
| 1Y | +57.4% | -1.5% | +58.9% | +54.1% |
| All | +89.6% | +123.4% | -33.9% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling