+73.3%
PANW vs PYPL
-20.5%
+93.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.1% |
| 7D | -10.3% | +2.4% | -12.7% | -10.9% |
| 30D | -8.1% | -5.1% | -3.0% | -7.3% |
| 3M | +19.3% | +28.6% | -9.2% | +10.1% |
| 6M | +110.2% | +17.9% | +92.2% | +98.4% |
| YTD | +80.9% | -5.3% | +86.2% | +81.5% |
| 1Y | +73.3% | -19.0% | +92.3% | +84.5% |
| All | +73.3% | -20.5% | +93.7% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 1y: compounded portfolio wealth divided by compounded PYPL 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…
1y analysis · Full analysis span regression · 6 months rolling