+167.4%
PANW vs TMUS
+34.7%
+132.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.0% | -5.8% | +7.7% | +2.2% |
| 30D | -11.8% | -0.2% | -11.6% | -11.9% |
| 3M | +28.6% | -4.0% | +32.6% | +28.8% |
| 6M | +104.4% | -18.1% | +122.5% | +108.1% |
| YTD | +83.8% | -11.3% | +95.1% | +85.2% |
| 1Y | +71.5% | -24.7% | +96.3% | +77.1% |
| All | +167.4% | +34.7% | +132.7% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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