+1,248.2%
PANW vs M
-3.0%
+1,251.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -3.3% |
| 7D | -0.8% | -4.2% | +3.4% | -0.3% |
| 30D | -14.6% | -7.2% | -7.4% | -13.9% |
| 3M | +18.3% | -11.1% | +29.4% | +19.6% |
| 6M | +100.5% | +28.8% | +71.7% | +92.9% |
| YTD | +79.5% | +2.0% | +77.5% | +77.3% |
| 1Y | +66.7% | +31.3% | +35.5% | +58.9% |
| 3Y | +161.2% | +119.1% | +42.2% | +126.5% |
| 5Y | +322.2% | +29.7% | +292.5% | +282.6% |
| All | +1,248.2% | -3.0% | +1,251.2% | +1,011.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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