+1,280.2%
PANW vs BABA
+18.5%
+1,261.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +2.0% | -2.9% | +4.9% | +2.5% |
| 30D | -11.8% | -15.1% | +3.3% | -9.7% |
| 3M | +28.6% | -5.0% | +33.6% | +29.0% |
| 6M | +104.4% | -19.9% | +124.4% | +110.2% |
| YTD | +83.8% | -25.3% | +109.0% | +90.4% |
| 1Y | +71.5% | -23.9% | +95.4% | +76.4% |
| 3Y | +172.2% | +28.1% | +144.1% | +145.5% |
| 5Y | +332.2% | -31.4% | +363.6% | +330.4% |
| All | +1,280.2% | +18.5% | +1,261.7% | +1,041.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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