+460.7%
PANW vs PATH
-76.8%
+537.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.6% | +17.0% | +4.8% |
| 7D | -10.3% | -16.3% | +6.0% | -6.5% |
| 30D | -8.1% | +9.9% | -18.0% | -10.8% |
| 3M | +19.3% | +30.2% | -10.8% | +10.5% |
| 6M | +110.2% | +37.2% | +73.0% | +90.9% |
| YTD | +80.9% | -7.3% | +88.2% | +80.1% |
| 1Y | +73.3% | +40.0% | +33.3% | +50.8% |
| 3Y | +174.6% | -4.4% | +179.0% | +149.4% |
| 5Y | +327.1% | -76.0% | +403.1% | +357.2% |
| All | +460.7% | -76.8% | +537.5% | +502.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling