+1,248.2%
PANW vs AWK
+132.0%
+1,116.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | -0.8% | -2.1% | +1.4% | -0.4% |
| 30D | -14.6% | +2.1% | -16.6% | -14.9% |
| 3M | +18.3% | +11.4% | +6.9% | +15.6% |
| 6M | +100.5% | +3.9% | +96.6% | +98.3% |
| YTD | +79.5% | +7.7% | +71.8% | +76.0% |
| 1Y | +66.7% | +1.3% | +65.4% | +65.2% |
| 3Y | +161.2% | +7.2% | +154.1% | +150.2% |
| 5Y | +322.2% | -17.0% | +339.2% | +330.9% |
| All | +1,248.2% | +132.0% | +1,116.2% | +1,047.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling