+512.9%
PANW vs COMP
-49.7%
+562.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +2.0% | +0.8% | +1.2% | +1.9% |
| 30D | -13.0% | -13.9% | +0.9% | -11.5% |
| 3M | +28.6% | +30.7% | -2.1% | +24.3% |
| 6M | +103.0% | +18.7% | +84.3% | +96.4% |
| YTD | +81.9% | +1.0% | +80.9% | +78.7% |
| 1Y | +69.6% | +15.1% | +54.5% | +63.2% |
| 3Y | +169.4% | +219.8% | -50.3% | +116.5% |
| 5Y | +331.0% | -28.7% | +359.7% | +277.0% |
| All | +512.9% | -49.7% | +562.6% | +455.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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