+161.2%
PANW vs NSC
+73.4%
+87.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -0.8% | -2.8% | +2.0% | -0.3% |
| 30D | -14.6% | -4.5% | -10.0% | -13.9% |
| 3M | +18.3% | +3.5% | +14.7% | +17.3% |
| 6M | +100.5% | +8.5% | +92.0% | +95.8% |
| YTD | +79.5% | +12.3% | +67.2% | +73.1% |
| 1Y | +66.7% | +18.9% | +47.8% | +57.9% |
| 3Y | +161.2% | +74.1% | +87.1% | +116.6% |
| All | +161.2% | +73.4% | +87.9% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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