+1,186.3%
PANW vs AXP
+428.9%
+757.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -3.9% | -2.9% | -1.0% | -2.7% |
| 30D | -17.2% | +3.7% | -20.9% | -18.5% |
| 3M | -12.9% | -4.9% | -8.0% | -11.4% |
| 6M | +56.5% | +4.1% | +52.5% | +53.5% |
| YTD | +81.6% | -11.7% | +93.3% | +89.1% |
| 1Y | +53.2% | -11.7% | +65.0% | +59.4% |
| 3Y | +163.9% | +116.5% | +47.4% | +90.4% |
| 5Y | +295.1% | +89.5% | +205.6% | +195.1% |
| 10Y | +1,186.3% | +424.9% | +761.4% | +544.2% |
| All | +1,186.3% | +428.9% | +757.5% | +544.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling