+161.2%
PANW vs TNA
+101.9%
+59.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | -0.8% | -7.3% | +6.5% | +0.9% |
| 30D | -14.6% | -14.2% | -0.4% | -11.7% |
| 3M | +18.3% | -4.6% | +22.9% | +19.4% |
| 6M | +100.5% | +36.9% | +63.6% | +84.6% |
| YTD | +79.5% | +42.5% | +37.0% | +62.5% |
| 1Y | +66.7% | +45.8% | +21.0% | +48.7% |
| 3Y | +161.2% | +104.7% | +56.6% | +108.2% |
| All | +161.2% | +101.9% | +59.4% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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