+94.7%
PANW vs AS
+142.2%
-47.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.8% |
| 7D | -5.9% | +5.8% | -11.8% | -6.9% |
| 30D | -21.0% | +15.4% | -36.3% | -23.2% |
| 3M | -9.1% | -11.9% | +2.8% | -6.9% |
| 6M | +59.2% | -9.9% | +69.1% | +61.7% |
| YTD | +79.6% | -13.1% | +92.7% | +82.5% |
| 1Y | +55.9% | +9.9% | +46.0% | +49.2% |
| All | +94.7% | +142.2% | -47.6% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling