+1,248.2%
PANW vs OMC
+34.2%
+1,214.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.2% |
| 7D | -0.8% | -4.4% | +3.6% | +0.3% |
| 30D | -14.6% | -7.6% | -7.0% | -12.8% |
| 3M | +18.3% | +4.5% | +13.8% | +16.6% |
| 6M | +100.5% | -0.3% | +100.7% | +99.8% |
| YTD | +79.5% | -0.1% | +79.6% | +77.7% |
| 1Y | +66.7% | +4.6% | +62.1% | +62.1% |
| 3Y | +161.2% | +10.5% | +150.8% | +147.4% |
| 5Y | +322.2% | +31.7% | +290.5% | +281.2% |
| All | +1,248.2% | +34.2% | +1,214.0% | +1,047.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling