+3,722.6%
PANW vs TCOM
+423.7%
+3,298.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +2.0% | -6.5% | +8.5% | +3.0% |
| 30D | -11.8% | -16.2% | +4.4% | -9.4% |
| 3M | +28.6% | -19.3% | +47.9% | +32.3% |
| 6M | +104.4% | -27.2% | +131.7% | +113.6% |
| YTD | +83.8% | -46.2% | +129.9% | +100.6% |
| 1Y | +71.5% | -46.6% | +118.2% | +87.5% |
| 3Y | +172.2% | +8.4% | +163.8% | +156.2% |
| 5Y | +332.2% | +25.8% | +306.4% | +275.3% |
| 10Y | +1,306.4% | -11.9% | +1,318.3% | +1,126.8% |
| All | +3,722.6% | +423.7% | +3,298.8% | +2,744.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling