+1,248.2%
PANW vs TFC
+98.7%
+1,149.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | -0.8% | -2.4% | +1.6% | -0.2% |
| 30D | -14.6% | -3.4% | -11.2% | -13.9% |
| 3M | +18.3% | +0.4% | +17.9% | +17.9% |
| 6M | +100.5% | +12.7% | +87.8% | +93.2% |
| YTD | +79.5% | +5.6% | +73.9% | +75.5% |
| 1Y | +66.7% | +16.0% | +50.7% | +58.6% |
| 3Y | +161.2% | +94.0% | +67.3% | +113.9% |
| 5Y | +322.2% | +16.2% | +306.0% | +288.9% |
| All | +1,248.2% | +98.7% | +1,149.5% | +827.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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