+405.8%
PANW vs EXE
+182.2%
+223.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.1% |
| 7D | -0.8% | -3.1% | +2.4% | -0.4% |
| 30D | -14.6% | -0.9% | -13.6% | -14.5% |
| 3M | +18.3% | +9.6% | +8.7% | +17.0% |
| 6M | +100.5% | -11.6% | +112.1% | +103.0% |
| YTD | +79.5% | -12.6% | +92.1% | +81.6% |
| 1Y | +66.7% | +1.2% | +65.5% | +65.3% |
| 3Y | +161.2% | +18.0% | +143.2% | +154.3% |
| 5Y | +322.2% | +101.1% | +221.1% | +295.4% |
| All | +405.8% | +182.2% | +223.6% | +359.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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