+211.6%
PANW vs TLN
+571.8%
-360.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.4% |
| 7D | +2.0% | +2.0% | 0.0% | +1.7% |
| 30D | -11.8% | -12.9% | +1.1% | -10.2% |
| 3M | +28.6% | -7.4% | +36.0% | +29.1% |
| 6M | +104.4% | -6.0% | +110.5% | +102.9% |
| YTD | +83.8% | -16.9% | +100.6% | +84.6% |
| 1Y | +71.5% | -22.6% | +94.2% | +74.0% |
| 3Y | +172.2% | +469.0% | -296.9% | +92.6% |
| All | +211.6% | +571.8% | -360.2% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling