+1,360.0%
PANW vs OTIS
+87.9%
+1,272.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.5% |
| 7D | +2.0% | -5.0% | +7.0% | +3.3% |
| 30D | -11.8% | -6.5% | -5.3% | -10.3% |
| 3M | +28.6% | -2.0% | +30.5% | +28.7% |
| 6M | +104.4% | -20.2% | +124.6% | +116.4% |
| YTD | +83.8% | -21.0% | +104.7% | +94.4% |
| 1Y | +71.5% | -20.9% | +92.4% | +81.1% |
| 3Y | +172.2% | -13.3% | +185.5% | +173.6% |
| 5Y | +332.2% | -18.5% | +350.7% | +328.5% |
| All | +1,360.0% | +87.9% | +1,272.0% | +1,250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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