+1,616.5%
PANW vs SNAP
-77.2%
+1,693.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.0% |
| 7D | -10.3% | +0.7% | -11.1% | -10.5% |
| 30D | -8.1% | +2.6% | -10.7% | -8.8% |
| 3M | +19.3% | -9.9% | +29.2% | +20.2% |
| 6M | +110.2% | +1.9% | +108.3% | +106.6% |
| YTD | +80.9% | -32.2% | +113.1% | +88.2% |
| 1Y | +73.3% | -22.8% | +96.1% | +76.3% |
| 3Y | +174.6% | -47.6% | +222.2% | +177.1% |
| 5Y | +327.1% | -92.7% | +419.8% | +411.9% |
| All | +1,616.5% | -77.2% | +1,693.7% | +1,443.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling