+505.2%
PANW vs COMP
-49.2%
+554.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.7% | -0.2% | +4.7% |
| 7D | -5.9% | +14.5% | -20.5% | -7.5% |
| 30D | -21.0% | +14.9% | -35.9% | -22.5% |
| 3M | -9.1% | -14.2% | +5.2% | -7.8% |
| 6M | +59.2% | +23.7% | +35.4% | +54.0% |
| YTD | +79.6% | +2.1% | +77.6% | +75.7% |
| 1Y | +55.9% | +26.2% | +29.7% | +48.3% |
| 3Y | +172.8% | +470.9% | -298.1% | +102.3% |
| 5Y | +287.5% | -14.0% | +301.5% | +235.5% |
| All | +505.2% | -49.2% | +554.4% | +445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling