+62.2%
PANW vs PYPL
-9.5%
+71.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -1.1% |
| 7D | -11.8% | +6.5% | -18.2% | -12.7% |
| 30D | -14.4% | +10.6% | -25.1% | -15.9% |
| 3M | -5.0% | +3.1% | -8.1% | -5.5% |
| 6M | +88.6% | +20.2% | +68.4% | +79.4% |
| YTD | +88.9% | +4.0% | +84.9% | +86.6% |
| 1Y | +62.2% | -7.9% | +70.1% | +67.5% |
| All | +62.2% | -9.5% | +71.7% | +67.5% |
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