+3,634.0%
PANW vs MO
+356.7%
+3,277.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -14.6% | +7.1% | -21.7% | -15.4% |
| 3M | +18.3% | -2.0% | +20.2% | +18.1% |
| 6M | +100.5% | +7.3% | +93.2% | +96.5% |
| YTD | +79.5% | +23.5% | +56.0% | +71.2% |
| 1Y | +66.7% | +11.0% | +55.7% | +61.8% |
| 3Y | +161.2% | +95.0% | +66.2% | +123.1% |
| 5Y | +322.2% | +100.6% | +221.6% | +252.8% |
| 10Y | +1,273.8% | +114.5% | +1,159.2% | +952.7% |
| All | +3,634.0% | +356.7% | +3,277.4% | +1,869.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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