+3,634.0%
PANW vs NEM
+286.5%
+3,347.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.1% |
| 3M | +18.3% | +30.2% | -11.9% | +15.7% |
| 6M | +100.5% | +9.6% | +90.9% | +98.1% |
| YTD | +79.5% | +27.8% | +51.7% | +75.1% |
| 1Y | +66.7% | +60.7% | +6.0% | +59.6% |
| 3Y | +161.2% | +245.3% | -84.1% | +135.2% |
| 5Y | +322.2% | +155.3% | +166.9% | +284.7% |
| 10Y | +1,273.8% | +313.2% | +960.6% | +1,123.7% |
| All | +3,634.0% | +286.5% | +3,347.5% | +3,276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling