+161.2%
PANW vs CMCSA
-33.4%
+194.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -0.8% | -4.9% | +4.1% | -0.1% |
| 30D | -14.6% | -1.1% | -13.5% | -14.7% |
| 3M | +18.3% | +6.6% | +11.7% | +16.2% |
| 6M | +100.5% | -15.5% | +116.0% | +103.8% |
| YTD | +79.5% | -6.7% | +86.2% | +77.3% |
| 1Y | +66.7% | -15.6% | +82.3% | +69.8% |
| 3Y | +161.2% | -33.7% | +194.9% | +186.3% |
| All | +161.2% | -33.4% | +194.7% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 3y: compounded portfolio wealth divided by compounded CMCSA 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…
3y analysis · Full analysis span regression · 6 months rolling