+1,248.2%
PANW vs EXEL
+375.2%
+873.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -0.8% | -4.9% | +4.1% | 0.0% |
| 30D | -14.6% | +11.4% | -26.0% | -16.3% |
| 3M | +18.3% | +4.9% | +13.4% | +16.8% |
| 6M | +100.5% | +34.4% | +66.1% | +88.9% |
| YTD | +79.5% | +28.0% | +51.5% | +70.3% |
| 1Y | +66.7% | +43.6% | +23.1% | +54.3% |
| 3Y | +161.2% | +155.2% | +6.0% | +112.4% |
| 5Y | +322.2% | +181.2% | +141.0% | +233.3% |
| All | +1,248.2% | +375.2% | +873.0% | +844.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling