+73.3%
PANW vs AWK
+1.8%
+71.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -10.3% | +1.7% | -12.1% | -9.8% |
| 30D | -8.1% | +5.6% | -13.7% | -6.5% |
| 3M | +19.3% | +15.9% | +3.5% | +25.0% |
| 6M | +110.2% | +4.6% | +105.6% | +114.6% |
| YTD | +80.9% | +10.1% | +70.9% | +88.6% |
| 1Y | +73.3% | +2.1% | +71.2% | +75.0% |
| All | +73.3% | +1.8% | +71.5% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling