+324.8%
PANW vs TOST
-49.0%
+373.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.1% | +1.6% |
| 7D | -6.9% | -0.9% | -6.0% | -6.8% |
| 30D | -7.4% | -3.5% | -3.9% | -6.8% |
| 3M | +26.5% | +38.1% | -11.6% | +15.6% |
| 6M | +104.2% | +9.9% | +94.3% | +96.5% |
| YTD | +82.9% | -6.3% | +89.2% | +83.0% |
| 1Y | +70.7% | -18.3% | +89.0% | +75.9% |
| 3Y | +170.9% | +59.7% | +111.2% | +125.2% |
| All | +324.8% | -49.0% | +373.8% | +256.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling