+73.3%
PANW vs TLN
-17.2%
+90.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.2% |
| 7D | -10.3% | +7.1% | -17.4% | -10.6% |
| 30D | -8.1% | -3.9% | -4.2% | -7.9% |
| 3M | +19.3% | -16.2% | +35.5% | +20.0% |
| 6M | +110.2% | -5.8% | +116.0% | +108.6% |
| YTD | +80.9% | -15.4% | +96.4% | +80.2% |
| 1Y | +73.3% | -16.7% | +89.9% | +75.3% |
| All | +73.3% | -17.2% | +90.4% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling