+3,684.3%
PANW vs ON
+939.2%
+2,745.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +2.0% | -1.9% | +3.9% | +2.5% |
| 30D | -13.0% | -11.0% | -1.9% | -10.2% |
| 3M | +28.6% | -39.3% | +68.0% | +43.5% |
| 6M | +103.0% | +19.8% | +83.1% | +83.0% |
| YTD | +81.9% | +31.1% | +50.8% | +58.6% |
| 1Y | +69.6% | +46.0% | +23.6% | +42.1% |
| 3Y | +169.4% | -27.5% | +197.0% | +156.6% |
| 5Y | +331.0% | +56.9% | +274.1% | +205.5% |
| 10Y | +1,292.3% | +591.8% | +700.5% | +430.1% |
| All | +3,684.3% | +939.2% | +2,745.1% | +1,153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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