+172.8%
PANW vs AXP
+118.3%
+54.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.0% |
| 7D | -5.9% | -1.1% | -4.8% | -5.4% |
| 30D | -21.0% | +5.2% | -26.2% | -22.9% |
| 3M | -9.1% | -4.6% | -4.5% | -7.3% |
| 6M | +59.2% | +3.2% | +56.0% | +56.4% |
| YTD | +79.6% | -11.3% | +91.0% | +88.2% |
| 1Y | +55.9% | -11.0% | +66.9% | +62.7% |
| 3Y | +172.8% | +120.2% | +52.6% | +82.9% |
| All | +172.8% | +118.3% | +54.5% | +82.9% |
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