+73.3%
PANW vs NTAP
+61.4%
+11.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -10.3% | -0.8% | -9.6% | -10.0% |
| 30D | -8.1% | -0.5% | -7.6% | -7.9% |
| 3M | +19.3% | +4.1% | +15.3% | +17.1% |
| 6M | +110.2% | +88.0% | +22.2% | +67.0% |
| YTD | +80.9% | +75.6% | +5.4% | +46.4% |
| 1Y | +73.3% | +58.9% | +14.3% | +46.8% |
| All | +73.3% | +61.4% | +11.9% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling