+1,048.4%
PANW vs P
+485.4%
+563.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -10.3% | +6.5% | -16.9% | -11.9% |
| 30D | -8.1% | +18.8% | -26.9% | -13.1% |
| 3M | +19.3% | +26.7% | -7.4% | +10.0% |
| 6M | +110.2% | +62.2% | +48.0% | +79.4% |
| YTD | +80.9% | +48.5% | +32.4% | +56.6% |
| 1Y | +73.3% | +26.4% | +46.9% | +53.0% |
| 3Y | +174.6% | +159.4% | +15.2% | +83.0% |
| 5Y | +327.1% | +275.8% | +51.3% | +150.1% |
| 10Y | +1,277.3% | +732.0% | +545.3% | +540.0% |
| All | +1,048.4% | +485.4% | +563.0% | +424.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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