+161.2%
PANW vs AVTR
-27.0%
+188.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | -14.6% | +6.3% | -20.9% | -15.2% |
| 3M | +18.3% | +53.3% | -35.0% | +11.5% |
| 6M | +100.5% | +78.6% | +21.8% | +84.8% |
| YTD | +79.5% | +29.2% | +50.3% | +71.8% |
| 1Y | +66.7% | +13.8% | +52.9% | +60.9% |
| 3Y | +161.2% | -27.4% | +188.7% | +156.1% |
| All | +161.2% | -27.0% | +188.2% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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