+332.2%
PANW vs TLT
-35.3%
+367.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +2.0% | -1.6% | +3.5% | +2.2% |
| 30D | -11.8% | -1.3% | -10.5% | -11.7% |
| 3M | +28.6% | -3.7% | +32.3% | +29.2% |
| 6M | +104.4% | -6.4% | +110.8% | +105.9% |
| YTD | +83.8% | -4.5% | +88.2% | +84.7% |
| 1Y | +71.5% | -5.9% | +77.4% | +72.7% |
| 3Y | +172.2% | -2.8% | +175.0% | +170.5% |
| 5Y | +332.2% | -35.1% | +367.3% | +319.2% |
| All | +332.2% | -35.3% | +367.5% | +319.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling