+1,248.2%
PANW vs TCOM
-9.8%
+1,258.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -0.8% | -4.9% | +4.1% | 0.0% |
| 30D | -14.6% | -14.4% | -0.2% | -12.6% |
| 3M | +18.3% | -17.7% | +35.9% | +21.4% |
| 6M | +100.5% | -25.1% | +125.6% | +108.7% |
| YTD | +79.5% | -45.7% | +125.2% | +96.2% |
| 1Y | +66.7% | -47.9% | +114.6% | +83.4% |
| 3Y | +161.2% | +8.9% | +152.3% | +144.1% |
| 5Y | +322.2% | +26.9% | +295.3% | +261.3% |
| All | +1,248.2% | -9.8% | +1,258.0% | +1,063.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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