+1,266.4%
PANW vs SWKS
+44.0%
+1,222.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | +2.0% | +6.8% | -4.8% | -0.3% |
| 30D | -13.0% | +11.3% | -24.2% | -16.3% |
| 3M | +28.6% | +4.1% | +24.6% | +25.5% |
| 6M | +103.0% | +39.7% | +63.3% | +75.2% |
| YTD | +81.9% | +23.2% | +58.7% | +62.7% |
| 1Y | +69.6% | +5.3% | +64.4% | +59.9% |
| 3Y | +169.4% | -15.1% | +184.6% | +158.0% |
| 5Y | +331.0% | -50.3% | +381.3% | +395.7% |
| All | +1,266.4% | +44.0% | +1,222.4% | +961.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling