+3,663.5%
PANW vs MA
+1,379.9%
+2,283.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.0% |
| 7D | -10.3% | -2.7% | -7.6% | -9.0% |
| 30D | -8.1% | +1.5% | -9.6% | -9.2% |
| 3M | +19.3% | +20.4% | -1.1% | +6.8% |
| 6M | +110.2% | +11.1% | +99.0% | +96.5% |
| YTD | +80.9% | +2.0% | +79.0% | +76.8% |
| 1Y | +73.3% | -2.2% | +75.4% | +72.8% |
| 3Y | +174.6% | +41.9% | +132.7% | +119.4% |
| 5Y | +327.1% | +75.4% | +251.7% | +196.2% |
| 10Y | +1,277.3% | +527.5% | +749.7% | +300.5% |
| All | +3,663.5% | +1,379.9% | +2,283.6% | +631.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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