+170.9%
PANW vs AXP
+115.0%
+55.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -6.9% | +0.6% | -7.5% | -7.3% |
| 30D | -7.4% | -4.3% | -3.0% | -5.5% |
| 3M | +26.5% | +4.7% | +21.8% | +23.8% |
| 6M | +104.2% | +9.0% | +95.2% | +95.9% |
| YTD | +82.9% | -11.1% | +94.1% | +92.0% |
| 1Y | +70.7% | +1.3% | +69.4% | +66.8% |
| 3Y | +170.9% | +114.5% | +56.5% | +76.8% |
| All | +170.9% | +115.0% | +55.9% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling