+62.2%
PANW vs NWSA
+18.2%
+44.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.4% | -1.5% |
| 7D | -11.8% | +4.3% | -16.0% | -12.7% |
| 30D | -14.4% | +5.6% | -20.0% | -15.8% |
| 3M | -5.0% | +7.3% | -12.2% | -6.8% |
| 6M | +88.6% | +18.8% | +69.7% | +78.7% |
| YTD | +88.9% | +17.9% | +71.1% | +81.1% |
| 1Y | +62.2% | +19.3% | +42.9% | +54.9% |
| All | +62.2% | +18.2% | +44.0% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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