+161.2%
PANW vs NTR
+36.8%
+124.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | -14.6% | +16.8% | -31.3% | -14.7% |
| 3M | +18.3% | +20.7% | -2.5% | +17.9% |
| 6M | +100.5% | +0.5% | +99.9% | +100.9% |
| YTD | +79.5% | +29.2% | +50.3% | +77.3% |
| 1Y | +66.7% | +39.6% | +27.1% | +63.7% |
| 3Y | +161.2% | +37.9% | +123.4% | +164.7% |
| All | +161.2% | +36.8% | +124.5% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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