+333.4%
PANW vs BABA
-28.4%
+361.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -6.9% | -0.2% | -6.8% | -6.9% |
| 30D | -7.4% | -12.3% | +4.9% | -6.4% |
| 3M | +26.5% | -5.3% | +31.8% | +26.9% |
| 6M | +104.2% | -13.1% | +117.2% | +106.0% |
| YTD | +82.9% | -22.4% | +105.4% | +86.3% |
| 1Y | +70.7% | -19.5% | +90.2% | +72.9% |
| 3Y | +170.9% | +32.9% | +138.0% | +155.4% |
| All | +333.4% | -28.4% | +361.9% | +323.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling