+161.2%
PANW vs NEM
+243.4%
-82.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | -14.6% | +7.8% | -22.4% | -15.2% |
| 3M | +18.3% | +30.2% | -11.9% | +15.3% |
| 6M | +100.5% | +9.6% | +90.9% | +97.3% |
| YTD | +79.5% | +27.8% | +51.7% | +74.1% |
| 1Y | +66.7% | +60.7% | +6.0% | +58.2% |
| 3Y | +161.2% | +245.3% | -84.1% | +142.8% |
| All | +161.2% | +243.4% | -82.1% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling