+3,684.3%
PANW vs COST
+1,192.5%
+2,491.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.2% |
| 7D | +2.0% | -2.8% | +4.8% | +3.3% |
| 30D | -13.0% | -5.3% | -7.7% | -10.9% |
| 3M | +28.6% | -6.7% | +35.3% | +32.0% |
| 6M | +103.0% | -9.9% | +112.9% | +110.8% |
| YTD | +81.9% | +5.1% | +76.8% | +74.1% |
| 1Y | +69.6% | -7.3% | +76.9% | +72.4% |
| 3Y | +169.4% | +70.4% | +99.0% | +100.9% |
| 5Y | +331.0% | +104.4% | +226.6% | +193.8% |
| 10Y | +1,292.3% | +609.0% | +683.3% | +480.3% |
| All | +3,684.3% | +1,192.5% | +2,491.8% | +1,286.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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