+170.9%
PANW vs AVAV
+31.0%
+140.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.7% | +0.7% |
| 7D | -6.9% | +3.2% | -10.1% | -7.4% |
| 30D | -7.4% | -20.3% | +12.9% | -4.5% |
| 3M | +26.5% | -19.4% | +46.0% | +29.3% |
| 6M | +104.2% | -35.3% | +139.4% | +113.3% |
| YTD | +82.9% | -38.5% | +121.4% | +89.7% |
| 1Y | +70.7% | -37.2% | +107.9% | +76.1% |
| 3Y | +170.9% | +31.1% | +139.8% | +142.1% |
| All | +170.9% | +31.0% | +140.0% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 3y: compounded portfolio wealth divided by compounded AVAV 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…
3y analysis · Full analysis span regression · 6 months rolling