+1,248.2%
PANW vs TLT
-20.5%
+1,268.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -0.8% | -1.6% | +0.8% | -0.8% |
| 30D | -14.6% | -1.1% | -13.4% | -14.6% |
| 3M | +18.3% | -4.9% | +23.1% | +18.1% |
| 6M | +100.5% | -5.0% | +105.5% | +100.0% |
| YTD | +79.5% | -4.4% | +83.9% | +79.2% |
| 1Y | +66.7% | -6.4% | +73.1% | +66.2% |
| 3Y | +161.2% | -2.0% | +163.2% | +160.5% |
| 5Y | +322.2% | -35.0% | +357.2% | +288.6% |
| All | +1,248.2% | -20.5% | +1,268.8% | +1,208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 10y: compounded portfolio wealth divided by compounded TLT 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…
10y analysis · Full analysis span regression · 6 months rolling