+210.2%
PANW vs TLN
+602.5%
-392.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.7% |
| 7D | -6.9% | +10.9% | -17.8% | -8.3% |
| 30D | -7.4% | -6.3% | -1.1% | -6.7% |
| 3M | +26.5% | -10.7% | +37.2% | +27.7% |
| 6M | +104.2% | +1.6% | +102.5% | +100.3% |
| YTD | +82.9% | -13.1% | +96.0% | +82.7% |
| 1Y | +70.7% | -15.1% | +85.8% | +70.6% |
| 3Y | +170.9% | +495.0% | -324.1% | +90.6% |
| All | +210.2% | +602.5% | -392.2% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling