+264.0%
PANW vs SWK
-25.5%
+289.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -14.2% | +11.0% | -25.3% | -16.3% |
| 30D | -22.6% | +30.1% | -52.7% | -27.1% |
| 3M | -12.7% | +14.7% | -27.4% | -15.6% |
| 6M | +70.9% | +44.5% | +26.4% | +56.5% |
| YTD | +70.4% | +59.4% | +11.0% | +51.2% |
| 1Y | +48.5% | +77.5% | -29.0% | +28.1% |
| 3Y | +164.8% | +49.5% | +115.4% | +127.1% |
| All | +264.0% | -25.5% | +289.5% | +263.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling