+3,663.5%
PANW vs RF
+627.5%
+3,036.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -10.3% | +1.3% | -11.6% | -10.7% |
| 30D | -8.1% | -3.6% | -4.5% | -7.2% |
| 3M | +19.3% | +8.1% | +11.3% | +16.5% |
| 6M | +110.2% | +11.5% | +98.7% | +102.8% |
| YTD | +80.9% | +15.6% | +65.3% | +72.1% |
| 1Y | +73.3% | +15.7% | +57.6% | +64.3% |
| 3Y | +174.6% | +86.9% | +87.7% | +121.5% |
| 5Y | +327.1% | +89.8% | +237.2% | +235.6% |
| 10Y | +1,277.3% | +344.7% | +932.6% | +599.3% |
| All | +3,663.5% | +627.5% | +3,036.1% | +1,397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling