+1,266.4%
PANW vs RF
+339.4%
+927.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -13.0% | -4.0% | -8.9% | -12.1% |
| 3M | +28.6% | +5.6% | +23.1% | +26.7% |
| 6M | +103.0% | +13.1% | +89.9% | +95.9% |
| YTD | +81.9% | +13.6% | +68.4% | +74.8% |
| 1Y | +69.6% | +16.0% | +53.7% | +61.7% |
| 3Y | +169.4% | +90.2% | +79.2% | +122.4% |
| 5Y | +331.0% | +87.0% | +244.0% | +252.0% |
| All | +1,266.4% | +339.4% | +927.0% | +717.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling