+3,722.6%
PANW vs NOC
+941.7%
+2,780.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.8% |
| 7D | +2.0% | -1.8% | +3.7% | +2.4% |
| 30D | -11.8% | -9.4% | -2.4% | -9.6% |
| 3M | +28.6% | -3.8% | +32.4% | +29.5% |
| 6M | +104.4% | -28.8% | +133.2% | +122.1% |
| YTD | +83.8% | -7.9% | +91.6% | +84.3% |
| 1Y | +71.5% | -9.0% | +80.6% | +72.5% |
| 3Y | +172.2% | +29.1% | +143.1% | +139.7% |
| 5Y | +332.2% | +58.9% | +273.3% | +242.3% |
| 10Y | +1,306.4% | +191.2% | +1,115.1% | +674.5% |
| All | +3,722.6% | +941.7% | +2,780.9% | +904.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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