+428.0%
PANW vs PATH
-80.2%
+508.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -14.2% | -5.3% | -8.9% | -12.9% |
| 30D | -22.6% | -0.5% | -22.1% | -22.4% |
| 3M | -12.7% | -7.1% | -5.6% | -11.4% |
| 6M | +70.9% | +23.8% | +47.1% | +60.1% |
| YTD | +70.4% | -20.7% | +91.1% | +76.7% |
| 1Y | +48.5% | -8.1% | +56.5% | +46.9% |
| 3Y | +164.8% | -21.8% | +186.7% | +154.7% |
| 5Y | +281.4% | -76.8% | +358.2% | +316.7% |
| All | +428.0% | -80.2% | +508.2% | +490.9% |
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