+1,280.2%
PANW vs RF
+340.3%
+939.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +2.0% | -1.6% | +3.6% | +2.4% |
| 30D | -11.8% | -4.3% | -7.5% | -10.8% |
| 3M | +28.6% | +5.9% | +22.7% | +26.6% |
| 6M | +104.4% | +14.1% | +90.3% | +96.8% |
| YTD | +83.8% | +13.8% | +70.0% | +76.5% |
| 1Y | +71.5% | +15.2% | +56.3% | +63.8% |
| 3Y | +172.2% | +90.6% | +81.6% | +124.5% |
| 5Y | +332.2% | +88.9% | +243.3% | +252.1% |
| All | +1,280.2% | +340.3% | +939.9% | +725.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling