+4,616.8%
PANW vs NWSA
+121.1%
+4,495.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -0.8% | -2.8% | +2.0% | +0.3% |
| 30D | -14.6% | +3.0% | -17.6% | -15.6% |
| 3M | +18.3% | +12.3% | +6.0% | +12.7% |
| 6M | +100.5% | +21.9% | +78.6% | +84.8% |
| YTD | +79.5% | +13.6% | +65.9% | +69.6% |
| 1Y | +66.7% | +0.5% | +66.2% | +64.6% |
| 3Y | +161.2% | +43.8% | +117.5% | +124.3% |
| 5Y | +322.2% | +41.2% | +281.0% | +257.3% |
| 10Y | +1,273.8% | +148.6% | +1,125.2% | +765.1% |
| All | +4,616.8% | +121.1% | +4,495.8% | +3,021.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling