+3,705.5%
PANW vs TAP
+35.7%
+3,669.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.8% |
| 7D | -6.9% | -2.3% | -4.6% | -6.6% |
| 30D | -7.4% | -9.4% | +2.0% | -6.0% |
| 3M | +26.5% | -0.8% | +27.3% | +26.0% |
| 6M | +104.2% | -14.7% | +118.9% | +108.5% |
| YTD | +82.9% | -13.9% | +96.9% | +85.9% |
| 1Y | +70.7% | -18.6% | +89.3% | +75.0% |
| 3Y | +170.9% | -32.0% | +203.0% | +185.5% |
| 5Y | +334.1% | -1.0% | +335.1% | +314.2% |
| 10Y | +1,275.6% | -51.4% | +1,327.0% | +1,432.8% |
| All | +3,705.5% | +35.7% | +3,669.8% | +2,755.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling