+1,248.2%
PANW vs TGT
+207.4%
+1,040.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -0.8% | -5.2% | +4.5% | +0.3% |
| 30D | -14.6% | +1.2% | -15.8% | -14.8% |
| 3M | +18.3% | +18.4% | -0.1% | +13.6% |
| 6M | +100.5% | +33.4% | +67.0% | +86.3% |
| YTD | +79.5% | +63.8% | +15.7% | +58.7% |
| 1Y | +66.7% | +77.2% | -10.4% | +44.3% |
| 3Y | +161.2% | +41.8% | +119.5% | +127.9% |
| 5Y | +322.2% | -25.5% | +347.7% | +328.3% |
| All | +1,248.2% | +207.4% | +1,040.9% | +851.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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