+3,684.3%
PANW vs MAR
+938.0%
+2,746.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +2.0% | -0.5% | +2.5% | +2.2% |
| 30D | -13.0% | -4.7% | -8.3% | -11.5% |
| 3M | +28.6% | -15.6% | +44.2% | +36.2% |
| 6M | +103.0% | +1.2% | +101.8% | +98.9% |
| YTD | +81.9% | +7.5% | +74.4% | +73.3% |
| 1Y | +69.6% | +26.6% | +43.0% | +50.5% |
| 3Y | +169.4% | +66.0% | +103.5% | +113.6% |
| 5Y | +331.0% | +154.1% | +176.9% | +186.7% |
| 10Y | +1,292.3% | +441.9% | +850.4% | +473.1% |
| All | +3,684.3% | +938.0% | +2,746.3% | +967.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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