+170.9%
PANW vs SWKS
-15.7%
+186.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | -6.9% | +11.8% | -18.8% | -9.2% |
| 30D | -7.4% | +6.7% | -14.1% | -8.7% |
| 3M | +26.5% | 0.0% | +26.5% | +25.9% |
| 6M | +104.2% | +38.7% | +65.4% | +86.4% |
| YTD | +82.9% | +21.4% | +61.6% | +71.3% |
| 1Y | +70.7% | +2.9% | +67.8% | +66.4% |
| 3Y | +170.9% | -16.4% | +187.4% | +149.1% |
| All | +170.9% | -15.7% | +186.6% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling