+99.1%
PANW vs AS
+104.6%
-5.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +2.0% | -3.9% | +5.8% | +2.7% |
| 30D | -11.8% | -19.0% | +7.2% | -8.0% |
| 3M | +28.6% | -18.8% | +47.4% | +33.7% |
| 6M | +104.4% | -21.0% | +125.4% | +112.1% |
| YTD | +83.8% | -26.6% | +110.4% | +93.4% |
| 1Y | +71.5% | -25.3% | +96.9% | +79.1% |
| All | +99.1% | +104.6% | -5.4% | +57.0% |
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