+164.8%
PANW vs AXON
+128.5%
+36.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.2% |
| 7D | +2.0% | -3.3% | +5.4% | +2.8% |
| 30D | -13.0% | -17.8% | +4.9% | -9.0% |
| 3M | +28.6% | +8.3% | +20.3% | +24.5% |
| 6M | +103.0% | -12.4% | +115.3% | +104.9% |
| YTD | +81.9% | -13.7% | +95.6% | +82.7% |
| 1Y | +69.6% | -33.1% | +102.7% | +80.1% |
| All | +164.8% | +128.5% | +36.3% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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