+3,722.6%
PANW vs NTAP
+709.2%
+3,013.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +2.0% | -1.0% | +2.9% | +2.3% |
| 30D | -11.8% | -7.5% | -4.3% | -9.3% |
| 3M | +28.6% | +14.6% | +14.0% | +22.1% |
| 6M | +104.4% | +91.0% | +13.4% | +60.1% |
| YTD | +83.8% | +73.7% | +10.1% | +48.1% |
| 1Y | +71.5% | +51.2% | +20.3% | +45.1% |
| 3Y | +172.2% | +146.1% | +26.0% | +88.3% |
| 5Y | +332.2% | +122.8% | +209.4% | +205.2% |
| 10Y | +1,306.4% | +585.5% | +720.9% | +537.4% |
| All | +3,722.6% | +709.2% | +3,013.4% | +1,528.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling