+170.9%
PANW vs RF
+92.1%
+78.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -6.9% | +2.7% | -9.6% | -7.7% |
| 30D | -7.4% | -3.4% | -4.0% | -6.5% |
| 3M | +26.5% | +6.4% | +20.2% | +24.3% |
| 6M | +104.2% | +13.4% | +90.8% | +96.4% |
| YTD | +82.9% | +14.2% | +68.7% | +74.8% |
| 1Y | +70.7% | +15.7% | +55.0% | +62.0% |
| 3Y | +170.9% | +91.3% | +79.6% | +122.0% |
| All | +170.9% | +92.1% | +78.9% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling