+316.7%
PANW vs SPY
+82.3%
+234.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -3.4% |
| 7D | -0.8% | -0.8% | 0.0% | +0.1% |
| 30D | -14.6% | -1.1% | -13.5% | -13.4% |
| 3M | +18.3% | +3.9% | +14.4% | +13.3% |
| 6M | +100.5% | +13.6% | +86.9% | +72.8% |
| YTD | +79.5% | +12.7% | +66.8% | +56.1% |
| 1Y | +66.7% | +17.5% | +49.2% | +38.0% |
| 3Y | +161.2% | +76.9% | +84.3% | +32.7% |
| All | +316.7% | +82.3% | +234.4% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling