+1,248.2%
PANW vs PYPL
+44.3%
+1,203.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | -0.8% | -2.3% | +1.5% | 0.0% |
| 30D | -14.6% | -9.0% | -5.5% | -12.0% |
| 3M | +18.3% | +30.6% | -12.3% | +4.1% |
| 6M | +100.5% | +18.6% | +81.9% | +83.3% |
| YTD | +79.5% | -7.2% | +86.7% | +79.0% |
| 1Y | +66.7% | -19.3% | +86.0% | +75.3% |
| 3Y | +161.2% | -12.3% | +173.5% | +154.8% |
| 5Y | +322.2% | -80.9% | +403.1% | +654.1% |
| All | +1,248.2% | +44.3% | +1,203.9% | +933.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling