+3,705.5%
PANW vs THC
+1,269.2%
+2,436.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | -6.9% | -2.6% | -4.4% | -6.5% |
| 30D | -7.4% | -1.2% | -6.2% | -7.2% |
| 3M | +26.5% | +58.9% | -32.4% | +16.5% |
| 6M | +104.2% | +9.3% | +94.8% | +99.3% |
| YTD | +82.9% | +30.4% | +52.6% | +72.6% |
| 1Y | +70.7% | +34.6% | +36.1% | +59.6% |
| 3Y | +170.9% | +246.7% | -75.7% | +110.8% |
| 5Y | +334.1% | +244.5% | +89.6% | +228.5% |
| 10Y | +1,275.6% | +950.1% | +325.5% | +660.7% |
| All | +3,705.5% | +1,269.2% | +2,436.3% | +1,958.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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