+161.2%
PANW vs TMO
+19.5%
+141.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -0.8% | -0.6% | -0.1% | -0.7% |
| 30D | -14.6% | +1.1% | -15.7% | -14.8% |
| 3M | +18.3% | +28.3% | -10.0% | +11.3% |
| 6M | +100.5% | +23.3% | +77.2% | +90.1% |
| YTD | +79.5% | +5.5% | +74.1% | +77.2% |
| 1Y | +66.7% | +24.5% | +42.2% | +57.1% |
| 3Y | +161.2% | +19.6% | +141.7% | +141.9% |
| All | +161.2% | +19.5% | +141.8% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 3y: compounded portfolio wealth divided by compounded TMO 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…
3y analysis · Full analysis span regression · 6 months rolling