+161.2%
PANW vs AWK
+7.8%
+153.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.6% |
| 7D | -0.8% | -2.1% | +1.4% | -1.1% |
| 30D | -14.6% | +2.1% | -16.6% | -14.2% |
| 3M | +18.3% | +11.4% | +6.9% | +20.4% |
| 6M | +100.5% | +3.9% | +96.6% | +102.5% |
| YTD | +79.5% | +7.7% | +71.8% | +82.5% |
| 1Y | +66.7% | +1.3% | +65.4% | +68.5% |
| 3Y | +161.2% | +7.2% | +154.1% | +170.4% |
| All | +161.2% | +7.8% | +153.5% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling