+902.3%
PANW vs NET
+1,381.0%
-478.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.1% |
| 7D | -11.8% | -16.4% | +4.6% | -7.2% |
| 30D | -14.4% | -25.8% | +11.4% | -6.8% |
| 3M | -5.0% | -11.5% | +6.5% | -1.4% |
| 6M | +88.6% | +18.9% | +69.7% | +77.2% |
| YTD | +88.9% | +35.2% | +53.7% | +69.0% |
| 1Y | +62.2% | +14.5% | +47.8% | +51.8% |
| 3Y | +185.8% | +313.8% | -128.0% | +83.0% |
| 5Y | +322.9% | +32.6% | +290.3% | +211.8% |
| All | +902.3% | +1,381.0% | -478.7% | +335.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling