+316.7%
PANW vs NTRS
+93.2%
+223.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.7% |
| 7D | -0.8% | +1.4% | -2.2% | -1.3% |
| 30D | -14.6% | -0.7% | -13.9% | -14.4% |
| 3M | +18.3% | +11.3% | +7.0% | +13.3% |
| 6M | +100.5% | +35.5% | +64.9% | +77.4% |
| YTD | +79.5% | +40.6% | +38.9% | +56.2% |
| 1Y | +66.7% | +49.2% | +17.5% | +41.3% |
| 3Y | +161.2% | +167.2% | -6.0% | +72.4% |
| All | +316.7% | +93.2% | +223.5% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling