+3,634.0%
PANW vs LYB
+230.5%
+3,403.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -14.6% | +2.5% | -17.0% | -15.2% |
| 3M | +18.3% | +1.4% | +16.9% | +17.3% |
| 6M | +100.5% | -3.5% | +104.0% | +98.8% |
| YTD | +79.5% | +52.0% | +27.5% | +57.7% |
| 1Y | +66.7% | +22.1% | +44.7% | +54.0% |
| 3Y | +161.2% | -22.8% | +184.0% | +166.7% |
| 5Y | +322.2% | -3.4% | +325.6% | +299.0% |
| 10Y | +1,273.8% | +47.4% | +1,226.4% | +946.8% |
| All | +3,634.0% | +230.5% | +3,403.6% | +2,816.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 all: compounded portfolio wealth divided by compounded LYB 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…
all analysis · Full analysis span regression · 6 months rolling