+161.2%
PANW vs NYT
+56.2%
+105.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -14.6% | +4.6% | -19.1% | -15.4% |
| 3M | +18.3% | -9.6% | +27.9% | +19.9% |
| 6M | +100.5% | -14.0% | +114.5% | +104.6% |
| YTD | +79.5% | -2.8% | +82.3% | +77.2% |
| 1Y | +66.7% | +15.6% | +51.1% | +56.3% |
| 3Y | +161.2% | +56.3% | +104.9% | +116.9% |
| All | +161.2% | +56.2% | +105.0% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling