+170.9%
PANW vs EXPD
+66.3%
+104.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -6.9% | -0.9% | -6.0% | -6.7% |
| 30D | -7.4% | +4.1% | -11.4% | -8.1% |
| 3M | +26.5% | +13.8% | +12.7% | +23.4% |
| 6M | +104.2% | +27.3% | +76.9% | +95.0% |
| YTD | +82.9% | +25.4% | +57.5% | +74.6% |
| 1Y | +70.7% | +54.4% | +16.4% | +56.4% |
| 3Y | +170.9% | +67.9% | +103.1% | +133.4% |
| All | +170.9% | +66.3% | +104.7% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling