+170.9%
PANW vs MS
+181.7%
-10.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -6.9% | +2.5% | -9.4% | -7.9% |
| 30D | -7.4% | 0.0% | -7.3% | -7.4% |
| 3M | +26.5% | +2.4% | +24.1% | +25.2% |
| 6M | +104.2% | +36.4% | +67.8% | +81.0% |
| YTD | +82.9% | +23.8% | +59.1% | +67.5% |
| 1Y | +70.7% | +48.6% | +22.1% | +44.9% |
| 3Y | +170.9% | +179.1% | -8.2% | +99.6% |
| All | +170.9% | +181.7% | -10.8% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 3y: compounded portfolio wealth divided by compounded MS 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…
3y analysis · Full analysis span regression · 6 months rolling