+172.8%
PANW vs COMP
+431.5%
-258.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.7% | -0.2% | +4.9% |
| 7D | -5.9% | +14.5% | -20.5% | -7.2% |
| 30D | -21.0% | +14.9% | -35.9% | -22.1% |
| 3M | -9.1% | -14.2% | +5.2% | -7.9% |
| 6M | +59.2% | +23.7% | +35.4% | +55.6% |
| YTD | +79.6% | +2.1% | +77.6% | +77.0% |
| 1Y | +55.9% | +26.2% | +29.7% | +50.8% |
| 3Y | +172.8% | +470.9% | -298.1% | +152.6% |
| All | +172.8% | +431.5% | -258.7% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling