+1,010.4%
PANW vs P
+535.2%
+475.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | +2.7% | +11.6% | -8.9% | -0.4% |
| 30D | -14.1% | -23.7% | +9.6% | -8.0% |
| 3M | -18.6% | -8.0% | -10.7% | -18.1% |
| 6M | +41.5% | +27.9% | +13.6% | +27.9% |
| YTD | +74.9% | +61.2% | +13.8% | +46.6% |
| 1Y | +57.4% | +28.6% | +28.7% | +37.4% |
| 3Y | +152.1% | +200.5% | -48.4% | +59.4% |
| 5Y | +275.3% | +282.9% | -7.6% | +116.5% |
| 10Y | +1,139.3% | +665.9% | +473.4% | +469.9% |
| All | +1,010.4% | +535.2% | +475.2% | +390.8% |
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