+1,137.4%
PANW vs BABA
+8.5%
+1,129.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.1% | +3.5% | -2.4% |
| 7D | +2.5% | -12.7% | +15.2% | +4.7% |
| 30D | -18.7% | -14.9% | -3.9% | -16.8% |
| 3M | -16.6% | -24.6% | +8.0% | -13.3% |
| 6M | +49.7% | -29.3% | +79.0% | +56.8% |
| YTD | +75.2% | -35.0% | +110.2% | +84.9% |
| 1Y | +53.6% | -39.7% | +93.3% | +64.2% |
| 3Y | +154.6% | +21.2% | +133.4% | +130.1% |
| 5Y | +275.8% | -39.9% | +315.7% | +283.0% |
| All | +1,137.4% | +8.5% | +1,129.0% | +865.5% |
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