+62.2%
PANW vs SNAP
-22.3%
+84.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.5% | -1.6% |
| 7D | -11.8% | -0.7% | -11.1% | -11.7% |
| 30D | -14.4% | +5.5% | -20.0% | -15.1% |
| 3M | -5.0% | +2.2% | -7.2% | -5.5% |
| 6M | +88.6% | -4.1% | +92.6% | +88.2% |
| YTD | +88.9% | -26.6% | +115.6% | +99.2% |
| 1Y | +62.2% | -20.7% | +83.0% | +68.1% |
| All | +62.2% | -22.3% | +84.6% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling