+152.1%
PANW vs TPR
+403.8%
-251.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -14.1% | +15.1% | -29.2% | -15.1% |
| 3M | -18.6% | +3.5% | -22.1% | -18.9% |
| 6M | +41.5% | +0.4% | +41.0% | +40.5% |
| YTD | +74.9% | +4.6% | +70.3% | +69.7% |
| 1Y | +57.4% | +33.1% | +24.3% | +44.4% |
| 3Y | +152.1% | +396.0% | -243.9% | +82.1% |
| All | +152.1% | +403.8% | -251.6% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling