+47.6%
PANW vs NVDL
-34.9%
+82.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -18.6% | +9.0% | -6.3% |
| 7D | -17.3% | -28.8% | +11.5% | -12.6% |
| 30D | -25.1% | -44.0% | +18.9% | -18.1% |
| 3M | -13.2% | -35.6% | +22.4% | -7.6% |
| 6M | +71.0% | -25.3% | +96.3% | +78.0% |
| YTD | +70.8% | -23.3% | +94.1% | +74.8% |
| 1Y | +47.6% | -32.5% | +80.1% | +53.4% |
| All | +47.6% | -34.9% | +82.5% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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