+161.2%
PANW vs SNOW
+97.9%
+63.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -0.8% | -2.4% | +1.6% | 0.0% |
| 30D | -14.6% | -1.0% | -13.6% | -14.5% |
| 3M | +18.3% | +36.9% | -18.6% | +6.6% |
| 6M | +100.5% | +83.4% | +17.1% | +61.2% |
| YTD | +79.5% | +50.0% | +29.5% | +53.0% |
| 1Y | +66.7% | +46.5% | +20.2% | +42.4% |
| 3Y | +161.2% | +93.3% | +67.9% | +97.7% |
| All | +161.2% | +97.9% | +63.4% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling