+167.4%
PANW vs PWR
+199.1%
-31.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -11.8% | -7.7% | -4.1% | -10.2% |
| 3M | +28.6% | -4.9% | +33.5% | +29.3% |
| 6M | +104.4% | +9.7% | +94.7% | +93.9% |
| YTD | +83.8% | +46.7% | +37.1% | +57.4% |
| 1Y | +71.5% | +58.7% | +12.8% | +42.3% |
| All | +167.4% | +199.1% | -31.6% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 3y: compounded portfolio wealth divided by compounded PWR 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…
3y analysis · Full analysis span regression · 6 months rolling