+3,539.1%
PANW vs TMUS
+1,562.0%
+1,977.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +2.7% | +4.9% | -2.2% | +1.5% |
| 30D | -14.1% | +7.7% | -21.8% | -16.0% |
| 3M | -18.6% | -6.8% | -11.8% | -18.1% |
| 6M | +41.5% | -9.7% | +51.1% | +42.7% |
| YTD | +74.9% | -15.0% | +89.9% | +78.3% |
| 1Y | +57.4% | -19.1% | +76.5% | +62.7% |
| 3Y | +152.1% | +21.4% | +130.7% | +125.9% |
| 5Y | +275.3% | +51.2% | +224.1% | +213.2% |
| 10Y | +1,139.3% | +240.2% | +899.1% | +736.2% |
| All | +3,539.1% | +1,562.0% | +1,977.1% | +2,019.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling