+62.2%
PANW vs TAP
+4.4%
+57.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | +0.5% |
| 7D | -11.8% | +9.9% | -21.7% | -8.3% |
| 30D | -14.4% | +18.1% | -32.6% | -8.6% |
| 3M | -5.0% | +3.2% | -8.2% | -3.0% |
| 6M | +88.6% | +8.4% | +80.1% | +97.0% |
| YTD | +88.9% | -4.4% | +93.4% | +93.0% |
| 1Y | +62.2% | +3.2% | +59.0% | +65.0% |
| All | +62.2% | +4.4% | +57.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling