+161.2%
PANW vs KWEB
-2.3%
+163.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -0.8% | -5.6% | +4.8% | -0.2% |
| 30D | -14.6% | -10.7% | -3.9% | -13.5% |
| 3M | +18.3% | -7.4% | +25.7% | +19.2% |
| 6M | +100.5% | -19.3% | +119.8% | +104.8% |
| YTD | +79.5% | -27.8% | +107.3% | +85.5% |
| 1Y | +66.7% | -35.9% | +102.7% | +74.7% |
| 3Y | +161.2% | -1.9% | +163.2% | +172.2% |
| All | +161.2% | -2.3% | +163.5% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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