+1,046.8%
PANW vs PYPL
+38.8%
+1,008.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.2% |
| 7D | +2.0% | -4.3% | +6.4% | +3.7% |
| 30D | -13.0% | -11.5% | -1.5% | -9.4% |
| 3M | +28.6% | +26.1% | +2.5% | +14.7% |
| 6M | +103.0% | +13.7% | +89.3% | +88.6% |
| YTD | +81.9% | -9.8% | +91.8% | +83.5% |
| 1Y | +69.6% | -22.1% | +91.7% | +80.8% |
| 3Y | +169.4% | -13.5% | +182.9% | +164.2% |
| 5Y | +331.0% | -81.6% | +412.6% | +678.2% |
| 10Y | +1,292.3% | +38.8% | +1,253.5% | +880.9% |
| All | +1,046.8% | +38.8% | +1,008.0% | +691.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling