+1,248.2%
PANW vs EXC
+158.0%
+1,090.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -0.8% | -1.1% | +0.3% | -0.5% |
| 30D | -14.6% | -3.6% | -10.9% | -13.9% |
| 3M | +18.3% | -4.3% | +22.5% | +19.1% |
| 6M | +100.5% | -9.9% | +110.4% | +104.8% |
| YTD | +79.5% | +1.8% | +77.7% | +77.1% |
| 1Y | +66.7% | +2.9% | +63.9% | +63.6% |
| 3Y | +161.2% | +19.1% | +142.1% | +141.2% |
| 5Y | +322.2% | +44.8% | +277.4% | +257.1% |
| All | +1,248.2% | +158.0% | +1,090.2% | +860.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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