+62.2%
PANW vs AXP
-6.4%
+68.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.2% |
| 7D | -11.8% | +4.6% | -16.4% | -12.8% |
| 30D | -14.4% | +9.7% | -24.2% | -17.0% |
| 3M | -5.0% | -3.8% | -1.2% | -3.3% |
| 6M | +88.6% | +4.8% | +83.8% | +86.9% |
| YTD | +88.9% | -9.1% | +98.0% | +89.6% |
| 1Y | +62.2% | -6.7% | +68.9% | +61.5% |
| All | +62.2% | -6.4% | +68.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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