+1,248.2%
PANW vs TAP
-49.9%
+1,298.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | -0.8% | -3.9% | +3.1% | -0.4% |
| 30D | -14.6% | -5.3% | -9.3% | -14.1% |
| 3M | +18.3% | -3.8% | +22.1% | +18.4% |
| 6M | +100.5% | -11.4% | +111.9% | +102.5% |
| YTD | +79.5% | -13.7% | +93.2% | +81.6% |
| 1Y | +66.7% | -17.2% | +83.9% | +69.4% |
| 3Y | +161.2% | -33.1% | +194.3% | +173.0% |
| 5Y | +322.2% | +0.8% | +321.4% | +306.8% |
| All | +1,248.2% | -49.9% | +1,298.1% | +1,343.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling