+1,248.2%
PANW vs EXPE
+169.0%
+1,079.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | -0.8% | -5.8% | +5.0% | +0.5% |
| 30D | -14.6% | -13.6% | -0.9% | -11.9% |
| 3M | +18.3% | +25.2% | -6.9% | +10.7% |
| 6M | +100.5% | +22.3% | +78.1% | +87.6% |
| YTD | +79.5% | -0.3% | +79.8% | +75.4% |
| 1Y | +66.7% | +27.8% | +38.9% | +51.4% |
| 3Y | +161.2% | +162.4% | -1.2% | +90.4% |
| 5Y | +322.2% | +95.8% | +226.4% | +218.6% |
| All | +1,248.2% | +169.0% | +1,079.3% | +763.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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