+3,684.3%
PANW vs SPY
+609.7%
+3,074.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +2.0% | -0.4% | +2.4% | +2.4% |
| 30D | -13.0% | -1.4% | -11.6% | -11.6% |
| 3M | +28.6% | +3.7% | +24.9% | +24.1% |
| 6M | +103.0% | +13.0% | +90.0% | +78.7% |
| YTD | +81.9% | +12.4% | +69.5% | +61.0% |
| 1Y | +69.6% | +18.5% | +51.1% | +41.9% |
| 3Y | +169.4% | +77.6% | +91.8% | +47.7% |
| 5Y | +331.0% | +81.7% | +249.3% | +133.7% |
| 10Y | +1,292.3% | +319.7% | +972.6% | +200.1% |
| All | +3,684.3% | +609.7% | +3,074.6% | +437.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling