+1,135.8%
PANW vs B
+216.6%
+919.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +2.7% | -7.3% | +10.0% | +3.4% |
| 30D | -14.1% | -3.3% | -10.7% | -13.9% |
| 3M | -18.6% | -7.8% | -10.9% | -18.3% |
| 6M | +41.5% | -15.5% | +57.0% | +42.9% |
| YTD | +74.9% | -12.3% | +87.2% | +75.1% |
| 1Y | +57.4% | +5.4% | +52.0% | +54.3% |
| 3Y | +152.1% | +165.5% | -13.4% | +122.1% |
| 5Y | +275.3% | +107.0% | +168.3% | +233.4% |
| All | +1,135.8% | +216.6% | +919.2% | +968.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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