+62.2%
PANW vs NEM
+50.9%
+11.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.9% | -10.5% | -1.2% |
| 7D | -11.8% | +3.7% | -15.5% | -11.9% |
| 30D | -14.4% | +2.0% | -16.4% | -14.5% |
| 3M | -5.0% | +21.1% | -26.1% | -7.6% |
| 6M | +88.6% | +9.5% | +79.1% | +84.4% |
| YTD | +88.9% | +19.1% | +69.9% | +77.5% |
| 1Y | +62.2% | +51.1% | +11.1% | +41.5% |
| All | +62.2% | +50.9% | +11.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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