+73.3%
PANW vs OSCR
+75.7%
-2.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -10.3% | +5.8% | -16.2% | -10.8% |
| 30D | -8.1% | +7.1% | -15.2% | -8.9% |
| 3M | +19.3% | +36.7% | -17.3% | +14.9% |
| 6M | +110.2% | +114.3% | -4.1% | +91.0% |
| YTD | +80.9% | +124.4% | -43.5% | +62.8% |
| 1Y | +73.3% | +75.5% | -2.2% | +57.6% |
| All | +73.3% | +75.7% | -2.5% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling