+73.3%
PANW vs MULL
+3,061.6%
-2,988.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.8% | -11.4% | 0.0% |
| 7D | -10.3% | +17.3% | -27.6% | -10.9% |
| 30D | -8.1% | +23.5% | -31.6% | -9.0% |
| 3M | +19.3% | -24.0% | +43.3% | +17.8% |
| 6M | +110.2% | +276.7% | -166.6% | +96.4% |
| YTD | +80.9% | +565.1% | -484.1% | +60.3% |
| 1Y | +73.3% | +2,802.6% | -2,729.3% | +39.3% |
| All | +73.3% | +3,061.6% | -2,988.3% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling