+167.4%
PANW vs PYPL
-12.7%
+180.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.4% |
| 7D | +2.0% | -5.9% | +7.9% | +3.8% |
| 30D | -11.8% | -9.4% | -2.4% | -9.6% |
| 3M | +28.6% | +31.3% | -2.7% | +15.5% |
| 6M | +104.4% | +19.1% | +85.3% | +89.8% |
| YTD | +83.8% | -7.9% | +91.6% | +84.8% |
| 1Y | +71.5% | -17.9% | +89.4% | +79.0% |
| All | +167.4% | -12.7% | +180.1% | +163.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling