+273.2%
PANW vs EXC
+41.3%
+231.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | +2.7% | +1.4% | +1.3% | +2.7% |
| 30D | -14.1% | +8.6% | -22.6% | -14.1% |
| 3M | -18.6% | +2.4% | -21.0% | -18.5% |
| 6M | +41.5% | +6.5% | +35.0% | +41.0% |
| YTD | +74.9% | +9.0% | +65.9% | +74.0% |
| 1Y | +57.4% | +4.6% | +52.8% | +57.2% |
| 3Y | +152.1% | +33.5% | +118.6% | +143.3% |
| All | +273.2% | +41.3% | +231.9% | +219.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling