+66.7%
PANW vs AWK
+1.9%
+64.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.8% |
| 7D | -0.8% | -2.1% | +1.4% | -1.4% |
| 30D | -14.6% | +2.1% | -16.6% | -13.9% |
| 3M | +18.3% | +11.4% | +6.9% | +22.4% |
| 6M | +100.5% | +3.9% | +96.6% | +104.2% |
| YTD | +79.5% | +7.7% | +71.8% | +86.0% |
| 1Y | +66.7% | +1.3% | +65.4% | +68.1% |
| All | +66.7% | +1.9% | +64.8% | +68.1% |
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