+1,635.7%
PANW vs SNAP
-77.4%
+1,713.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -6.9% | +1.5% | -8.4% | -7.2% |
| 30D | -7.4% | +1.9% | -9.3% | -8.0% |
| 3M | +26.5% | -3.9% | +30.4% | +26.3% |
| 6M | +104.2% | +5.2% | +98.9% | +99.8% |
| YTD | +82.9% | -32.7% | +115.7% | +90.5% |
| 1Y | +70.7% | -24.8% | +95.5% | +74.4% |
| 3Y | +170.9% | -42.2% | +213.1% | +169.6% |
| 5Y | +334.1% | -92.7% | +426.8% | +420.1% |
| All | +1,635.7% | -77.4% | +1,713.0% | +1,462.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling