+273.2%
PANW vs AVAV
+28.1%
+245.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.3% |
| 7D | +2.7% | +4.2% | -1.5% | +1.9% |
| 30D | -14.1% | -2.6% | -11.5% | -13.9% |
| 3M | -18.6% | -38.0% | +19.3% | -12.4% |
| 6M | +41.5% | -27.0% | +68.5% | +46.7% |
| YTD | +74.9% | -51.4% | +126.4% | +89.2% |
| 1Y | +57.4% | -60.2% | +117.6% | +75.3% |
| 3Y | +152.1% | -6.7% | +158.8% | +132.0% |
| All | +273.2% | +28.1% | +245.1% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling