+313.4%
PANW vs ONON
-22.6%
+335.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.8% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | -14.6% | -11.6% | -3.0% | -12.3% |
| 3M | +18.3% | -30.1% | +48.4% | +26.3% |
| 6M | +100.5% | -30.5% | +131.0% | +113.2% |
| YTD | +79.5% | -41.0% | +120.5% | +97.4% |
| 1Y | +66.7% | -36.7% | +103.4% | +79.2% |
| 3Y | +161.2% | -8.6% | +169.8% | +149.6% |
| All | +313.4% | -22.6% | +335.9% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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