+152.1%
PANW vs KEY
+127.6%
+24.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +2.7% | +2.9% | -0.2% | +1.9% |
| 30D | -14.1% | +8.4% | -22.5% | -15.8% |
| 3M | -18.6% | -5.8% | -12.9% | -17.4% |
| 6M | +41.5% | +5.4% | +36.0% | +39.5% |
| YTD | +74.9% | +7.1% | +67.9% | +70.7% |
| 1Y | +57.4% | +26.8% | +30.6% | +45.9% |
| 3Y | +152.1% | +128.7% | +23.4% | +116.6% |
| All | +152.1% | +127.6% | +24.5% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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