+1,280.2%
PANW vs SWKS
+58.1%
+1,222.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.8% | -8.8% | -2.3% |
| 7D | +2.0% | +17.5% | -15.6% | -3.6% |
| 30D | -11.8% | +23.0% | -34.8% | -18.1% |
| 3M | +28.6% | +19.5% | +9.0% | +19.6% |
| 6M | +104.4% | +54.3% | +50.1% | +70.4% |
| YTD | +83.8% | +35.3% | +48.5% | +59.0% |
| 1Y | +71.5% | +17.9% | +53.7% | +55.3% |
| 3Y | +172.2% | -6.8% | +179.0% | +152.2% |
| 5Y | +332.2% | -45.4% | +377.6% | +380.8% |
| All | +1,280.2% | +58.1% | +1,222.1% | +937.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SWKS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling