+66.7%
PANW vs NWSA
+3.0%
+63.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -0.8% | -2.8% | +2.0% | -0.1% |
| 30D | -14.6% | +3.0% | -17.6% | -15.2% |
| 3M | +18.3% | +12.3% | +6.0% | +14.5% |
| 6M | +100.5% | +21.9% | +78.6% | +88.9% |
| YTD | +79.5% | +13.6% | +65.9% | +73.3% |
| 1Y | +66.7% | +0.5% | +66.2% | +63.9% |
| All | +66.7% | +3.0% | +63.7% | +63.9% |
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