+171.6%
PANW vs SWK
+18.2%
+153.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -10.3% | -0.4% | -9.9% | -10.3% |
| 30D | -8.1% | -5.7% | -2.4% | -7.2% |
| 3M | +19.3% | +24.1% | -4.7% | +14.8% |
| 6M | +110.2% | +24.7% | +85.5% | +101.1% |
| YTD | +80.9% | +33.9% | +47.0% | +70.2% |
| 1Y | +73.3% | +34.7% | +38.6% | +62.4% |
| All | +171.6% | +18.2% | +153.3% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling