+332.2%
PANW vs PATH
-76.4%
+408.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.6% | +17.0% | +4.9% |
| 7D | -10.3% | -16.3% | +6.0% | -6.4% |
| 30D | -8.1% | +9.9% | -18.0% | -10.8% |
| 3M | +19.3% | +30.2% | -10.8% | +10.3% |
| 6M | +110.2% | +37.2% | +73.0% | +90.5% |
| YTD | +80.9% | -7.3% | +88.2% | +80.1% |
| 1Y | +73.3% | +40.0% | +33.3% | +50.3% |
| 3Y | +174.6% | -4.4% | +179.0% | +148.3% |
| All | +332.2% | -76.4% | +408.6% | +340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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