+1,248.2%
PANW vs LEN
+108.0%
+1,140.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.8% |
| 7D | -0.8% | -4.8% | +4.0% | +0.3% |
| 30D | -14.6% | -6.6% | -8.0% | -13.4% |
| 3M | +18.3% | -15.7% | +34.0% | +22.3% |
| 6M | +100.5% | -16.6% | +117.1% | +106.9% |
| YTD | +79.5% | -21.3% | +100.8% | +86.6% |
| 1Y | +66.7% | -42.0% | +108.8% | +86.4% |
| 3Y | +161.2% | -27.9% | +189.2% | +165.5% |
| 5Y | +322.2% | -10.7% | +332.9% | +291.9% |
| All | +1,248.2% | +108.0% | +1,140.2% | +861.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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