+1,248.2%
PANW vs NTAP
+650.8%
+597.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.5% | -10.9% | -5.4% |
| 7D | -0.8% | +7.4% | -8.2% | -3.6% |
| 30D | -14.6% | -1.4% | -13.2% | -14.4% |
| 3M | +18.3% | +24.6% | -6.3% | +8.7% |
| 6M | +100.5% | +105.9% | -5.4% | +52.1% |
| YTD | +79.5% | +88.5% | -9.0% | +39.8% |
| 1Y | +66.7% | +62.1% | +4.6% | +37.0% |
| 3Y | +161.2% | +169.1% | -7.8% | +74.0% |
| 5Y | +322.2% | +141.9% | +180.3% | +186.7% |
| All | +1,248.2% | +650.8% | +597.4% | +567.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling