+412.6%
PANW vs EXE
+187.5%
+225.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +2.0% | -2.7% | +4.7% | +2.3% |
| 30D | -13.0% | -0.4% | -12.6% | -12.9% |
| 3M | +28.6% | +9.5% | +19.1% | +27.2% |
| 6M | +103.0% | -9.3% | +112.3% | +104.8% |
| YTD | +81.9% | -10.9% | +92.8% | +83.7% |
| 1Y | +69.6% | +4.3% | +65.3% | +67.5% |
| 3Y | +169.4% | +18.8% | +150.6% | +162.1% |
| 5Y | +331.0% | +101.4% | +229.6% | +303.1% |
| All | +412.6% | +187.5% | +225.1% | +364.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling