+273.2%
PANW vs EXPD
+60.9%
+212.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.7% | +5.5% | -2.8% | +0.7% |
| 30D | -14.1% | -0.8% | -13.3% | -13.7% |
| 3M | -18.6% | +4.1% | -22.8% | -19.8% |
| 6M | +41.5% | +25.7% | +15.8% | +30.5% |
| YTD | +74.9% | +31.4% | +43.5% | +57.3% |
| 1Y | +57.4% | +42.2% | +15.2% | +37.2% |
| 3Y | +152.1% | +77.2% | +74.9% | +93.0% |
| All | +273.2% | +60.9% | +212.3% | +191.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling