+332.2%
PANW vs SWK
-38.7%
+370.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 3M | +19.3% | +24.1% | -4.7% | +13.5% |
| 6M | +110.2% | +24.7% | +85.5% | +98.7% |
| YTD | +80.9% | +33.9% | +47.0% | +67.5% |
| 1Y | +73.3% | +34.7% | +38.6% | +59.5% |
| 3Y | +174.6% | +15.3% | +159.3% | +151.4% |
| All | +332.2% | -38.7% | +370.9% | +342.3% |
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