+3,722.6%
PANW vs TFC
+166.0%
+3,556.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +2.0% | -2.5% | +4.5% | +2.8% |
| 30D | -11.8% | -2.8% | -9.0% | -11.1% |
| 3M | +28.6% | +2.1% | +26.4% | +27.5% |
| 6M | +104.4% | +10.1% | +94.3% | +97.2% |
| YTD | +83.8% | +5.4% | +78.3% | +79.1% |
| 1Y | +71.5% | +16.3% | +55.2% | +61.6% |
| 3Y | +172.2% | +95.9% | +76.3% | +113.5% |
| 5Y | +332.2% | +16.0% | +316.2% | +291.6% |
| 10Y | +1,306.4% | +97.9% | +1,208.5% | +781.6% |
| All | +3,722.6% | +166.0% | +3,556.6% | +1,956.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling