+1,182.7%
PANW vs SWK
+20.6%
+1,162.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | -3.9% | -2.3% | -1.6% | -3.2% |
| 30D | -17.2% | +30.4% | -47.6% | -23.2% |
| 3M | -12.9% | +12.1% | -25.0% | -16.0% |
| 6M | +56.5% | +49.1% | +7.5% | +39.0% |
| YTD | +81.6% | +60.4% | +21.1% | +56.1% |
| 1Y | +53.2% | +78.3% | -25.1% | +27.4% |
| 3Y | +163.9% | +53.3% | +110.6% | +118.8% |
| 5Y | +295.1% | -27.0% | +322.1% | +303.6% |
| All | +1,182.7% | +20.6% | +1,162.2% | +887.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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