+703.6%
PANW vs SNOW
+34.3%
+669.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -0.8% | -2.4% | +1.6% | -0.1% |
| 30D | -14.6% | -1.0% | -13.6% | -14.5% |
| 3M | +18.3% | +36.9% | -18.6% | +7.5% |
| 6M | +100.5% | +83.4% | +17.1% | +63.6% |
| YTD | +79.5% | +50.0% | +29.5% | +54.6% |
| 1Y | +66.7% | +46.5% | +20.2% | +44.0% |
| 3Y | +161.2% | +93.3% | +67.9% | +98.2% |
| 5Y | +322.2% | +3.3% | +318.9% | +243.6% |
| All | +703.6% | +34.3% | +669.3% | +508.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling