+287.5%
PANW vs NVTS
-16.8%
+304.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.6% |
| 7D | -0.8% | -1.4% | +0.7% | -0.7% |
| 30D | -14.6% | -16.5% | +1.9% | -13.6% |
| 3M | +18.3% | -47.6% | +65.9% | +22.9% |
| 6M | +100.5% | +7.3% | +93.2% | +94.3% |
| YTD | +79.5% | +62.9% | +16.6% | +67.1% |
| 1Y | +66.7% | +91.3% | -24.6% | +50.9% |
| 3Y | +161.2% | +43.4% | +117.8% | +132.3% |
| All | +287.5% | -16.8% | +304.4% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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