+62.2%
PANW vs TPR
+20.9%
+41.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.2% | 0.0% |
| 7D | -11.8% | +12.6% | -24.4% | -9.7% |
| 30D | -14.4% | +7.1% | -21.6% | -13.1% |
| 3M | -5.0% | -19.4% | +14.4% | -6.2% |
| 6M | +88.6% | -9.7% | +98.3% | +87.9% |
| YTD | +88.9% | -1.0% | +90.0% | +89.1% |
| 1Y | +62.2% | +19.3% | +42.9% | +58.9% |
| All | +62.2% | +20.9% | +41.4% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling