+1,035.7%
PANW vs TRU
+225.6%
+810.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +2.0% | -9.4% | +11.4% | +5.8% |
| 30D | -11.8% | -4.1% | -7.7% | -10.6% |
| 3M | +28.6% | +13.6% | +15.0% | +21.0% |
| 6M | +104.4% | +3.6% | +100.9% | +98.9% |
| YTD | +83.8% | -9.8% | +93.6% | +87.5% |
| 1Y | +71.5% | -13.6% | +85.2% | +76.6% |
| 3Y | +172.2% | -2.0% | +174.1% | +152.2% |
| 5Y | +332.2% | -35.8% | +368.0% | +371.5% |
| 10Y | +1,306.4% | +142.9% | +1,163.5% | +747.2% |
| All | +1,035.7% | +225.6% | +810.2% | +515.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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