+322.4%
PANW vs TOST
-50.3%
+372.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | +0.1% |
| 7D | +2.0% | -4.7% | +6.7% | +3.3% |
| 30D | -13.0% | -9.1% | -3.9% | -11.1% |
| 3M | +28.6% | +29.8% | -1.2% | +19.5% |
| 6M | +103.0% | +10.0% | +92.9% | +95.3% |
| YTD | +81.9% | -8.6% | +90.5% | +83.2% |
| 1Y | +69.6% | -20.7% | +90.3% | +76.1% |
| 3Y | +169.4% | +55.7% | +113.7% | +125.4% |
| All | +322.4% | -50.3% | +372.7% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling