+477.1%
PANW vs OSCR
-9.0%
+486.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -0.8% | +1.6% | -2.4% | -1.0% |
| 30D | -14.6% | +10.7% | -25.2% | -15.6% |
| 3M | +18.3% | +13.4% | +4.9% | +16.2% |
| 6M | +100.5% | +144.6% | -44.1% | +80.9% |
| YTD | +79.5% | +128.0% | -48.5% | +62.5% |
| 1Y | +66.7% | +68.7% | -1.9% | +54.1% |
| 3Y | +161.2% | +398.8% | -237.5% | +98.1% |
| 5Y | +322.2% | +87.3% | +234.9% | +215.3% |
| All | +477.1% | -9.0% | +486.1% | +376.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling