+66.7%
PANW vs SNAP
-19.8%
+86.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.8% |
| 7D | -0.8% | +3.8% | -4.6% | -1.4% |
| 30D | -14.6% | +9.2% | -23.8% | -16.3% |
| 3M | +18.3% | +6.6% | +11.7% | +15.7% |
| 6M | +100.5% | +16.9% | +83.6% | +89.1% |
| YTD | +79.5% | -29.6% | +109.1% | +90.9% |
| 1Y | +66.7% | -22.1% | +88.8% | +75.6% |
| All | +66.7% | -19.8% | +86.5% | +75.6% |
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