+331.0%
PANW vs TPR
+225.0%
+106.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.1% |
| 7D | +2.0% | -7.3% | +9.3% | +3.6% |
| 30D | -13.0% | -30.7% | +17.8% | -6.5% |
| 3M | +28.6% | -21.6% | +50.2% | +34.1% |
| 6M | +103.0% | -21.3% | +124.3% | +109.4% |
| YTD | +81.9% | -10.2% | +92.1% | +80.1% |
| 1Y | +69.6% | +9.5% | +60.1% | +58.0% |
| 3Y | +169.4% | +280.8% | -111.4% | +68.8% |
| 5Y | +331.0% | +218.7% | +112.3% | +169.3% |
| All | +331.0% | +225.0% | +106.0% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling