+316.7%
PANW vs OWL
-15.1%
+331.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.6% | -2.8% |
| 7D | -0.8% | -10.1% | +9.3% | +2.9% |
| 30D | -14.6% | -11.9% | -2.6% | -10.7% |
| 3M | +18.3% | +10.7% | +7.6% | +13.7% |
| 6M | +100.5% | +22.1% | +78.4% | +84.5% |
| YTD | +79.5% | -24.8% | +104.3% | +95.1% |
| 1Y | +66.7% | -39.2% | +105.9% | +94.3% |
| 3Y | +161.2% | +1.7% | +159.5% | +141.0% |
| All | +316.7% | -15.1% | +331.8% | +291.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 5y: compounded portfolio wealth divided by compounded OWL 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…
5y analysis · Full analysis span regression · 6 months rolling