+73.3%
PANW vs EXEL
+59.2%
+14.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -10.3% | +8.4% | -18.7% | -10.4% |
| 30D | -8.1% | +4.1% | -12.2% | -8.0% |
| 3M | +19.3% | +12.4% | +6.9% | +18.8% |
| 6M | +110.2% | +41.5% | +68.6% | +104.1% |
| YTD | +80.9% | +34.6% | +46.3% | +76.1% |
| 1Y | +73.3% | +57.9% | +15.4% | +68.3% |
| All | +73.3% | +59.2% | +14.0% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling