+161.2%
PANW vs LEN
-27.3%
+188.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.4% |
| 7D | -0.8% | -4.8% | +4.0% | -0.5% |
| 30D | -14.6% | -6.6% | -8.0% | -14.3% |
| 3M | +18.3% | -15.7% | +34.0% | +19.3% |
| 6M | +100.5% | -16.6% | +117.1% | +102.1% |
| YTD | +79.5% | -21.3% | +100.8% | +81.1% |
| 1Y | +66.7% | -42.0% | +108.8% | +74.5% |
| 3Y | +161.2% | -27.9% | +189.2% | +140.1% |
| All | +161.2% | -27.3% | +188.5% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling