+331.0%
PANW vs AXP
+115.4%
+215.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | +0.1% |
| 7D | +2.0% | -2.5% | +4.5% | +3.2% |
| 30D | -13.0% | -5.0% | -7.9% | -10.9% |
| 3M | +28.6% | +1.4% | +27.3% | +27.7% |
| 6M | +103.0% | +6.0% | +97.0% | +97.0% |
| YTD | +81.9% | -12.3% | +94.2% | +92.1% |
| 1Y | +69.6% | +0.3% | +69.3% | +66.8% |
| 3Y | +169.4% | +111.7% | +57.8% | +80.0% |
| 5Y | +331.0% | +114.5% | +216.5% | +190.2% |
| All | +331.0% | +115.4% | +215.6% | +190.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling