+3,634.0%
PANW vs NYT
+923.1%
+2,711.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -14.6% | +4.6% | -19.1% | -15.9% |
| 3M | +18.3% | -9.6% | +27.9% | +21.1% |
| 6M | +100.5% | -14.0% | +114.5% | +107.7% |
| YTD | +79.5% | -2.8% | +82.3% | +78.1% |
| 1Y | +66.7% | +15.6% | +51.1% | +55.6% |
| 3Y | +161.2% | +56.3% | +104.9% | +116.2% |
| 5Y | +322.2% | +39.5% | +282.7% | +253.8% |
| 10Y | +1,273.8% | +488.0% | +785.8% | +571.0% |
| All | +3,634.0% | +923.1% | +2,711.0% | +1,399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling