+164.8%
PANW vs TPR
+279.7%
-115.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.2% |
| 7D | +2.0% | -7.3% | +9.3% | +2.8% |
| 30D | -13.0% | -30.7% | +17.8% | -9.3% |
| 3M | +28.6% | -21.6% | +50.2% | +31.6% |
| 6M | +103.0% | -21.3% | +124.3% | +106.1% |
| YTD | +81.9% | -10.2% | +92.1% | +79.1% |
| 1Y | +69.6% | +9.5% | +60.1% | +59.0% |
| All | +164.8% | +279.7% | -115.0% | +104.3% |
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