+3,684.3%
PANW vs AWK
+427.6%
+3,256.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | -13.0% | +4.3% | -17.3% | -13.7% |
| 3M | +28.6% | +12.5% | +16.1% | +25.7% |
| 6M | +103.0% | +3.3% | +99.7% | +101.1% |
| YTD | +81.9% | +9.8% | +72.2% | +78.0% |
| 1Y | +69.6% | +2.9% | +66.7% | +67.7% |
| 3Y | +169.4% | +9.6% | +159.8% | +158.0% |
| 5Y | +331.0% | -16.7% | +347.6% | +337.9% |
| 10Y | +1,292.3% | +136.1% | +1,156.2% | +1,074.0% |
| All | +3,684.3% | +427.6% | +3,256.7% | +2,907.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling