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  • PANW vs TPR✓SelectedUSD · TPRPANW vs TPR performance historyLatest closeAs of+0.40%09/04
Stock and ETF performance explorer

PANW vs TPR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,663.5%
TPR return
+201.9%
Excess return
+3,461.6%
Maximum drawdown
-48.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTPRExcessAlpha
1D+0.4%0.0%+0.4%+0.4%
7D-10.3%-2.3%-8.0%-9.9%
30D-8.1%-23.0%+14.9%-3.5%
3M+19.3%-12.5%+31.8%+21.6%
6M+110.2%-21.4%+131.6%+117.6%
YTD+80.9%-3.5%+84.4%+77.8%
1Y+73.3%+17.4%+55.9%+61.9%
3Y+174.6%+291.3%-116.6%+88.8%
5Y+327.1%+241.9%+85.1%+194.2%
10Y+1,277.3%+322.7%+954.6%+716.0%
All+3,663.5%+201.9%+3,461.6%+2,176.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling