+157.5%
PANW vs SWKS
+4.2%
+153.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -6.8% | -3.1% | -3.7% | -6.3% |
| 30D | -22.1% | +8.3% | -30.4% | -23.0% |
| 3M | -15.2% | +20.2% | -35.5% | -19.1% |
| 6M | +57.0% | +24.9% | +32.1% | +47.0% |
| YTD | +77.2% | +33.2% | +44.0% | +61.9% |
| 1Y | +50.7% | +23.6% | +27.1% | +40.3% |
| 3Y | +157.5% | +1.3% | +156.2% | +126.9% |
| All | +157.5% | +4.2% | +153.2% | +126.9% |
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