+3,634.0%
PANW vs TKO
+3,191.5%
+442.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -0.8% | +2.3% | -3.1% | -1.2% |
| 30D | -14.6% | -2.5% | -12.1% | -14.4% |
| 3M | +18.3% | -10.6% | +28.9% | +20.4% |
| 6M | +100.5% | -5.1% | +105.5% | +101.6% |
| YTD | +79.5% | -8.2% | +87.7% | +81.1% |
| 1Y | +66.7% | -4.4% | +71.2% | +66.7% |
| 3Y | +161.2% | +100.4% | +60.9% | +124.2% |
| 5Y | +322.2% | +294.3% | +27.9% | +213.3% |
| 10Y | +1,273.8% | +983.2% | +290.6% | +740.6% |
| All | +3,634.0% | +3,191.5% | +442.5% | +1,775.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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