+164.8%
PANW vs SNAP
-44.0%
+208.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.3% |
| 7D | +2.0% | -5.0% | +7.0% | +2.6% |
| 30D | -13.0% | -0.7% | -12.2% | -13.2% |
| 3M | +28.6% | -5.0% | +33.6% | +28.5% |
| 6M | +103.0% | +3.5% | +99.5% | +99.2% |
| YTD | +81.9% | -34.2% | +116.1% | +88.4% |
| 1Y | +69.6% | -27.1% | +96.7% | +73.3% |
| All | +164.8% | -44.0% | +208.7% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling