+73.3%
PANW vs TSCO
-40.6%
+113.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -10.3% | +0.8% | -11.1% | -10.3% |
| 30D | -8.1% | +5.5% | -13.6% | -8.3% |
| 3M | +19.3% | +20.0% | -0.6% | +19.0% |
| 6M | +110.2% | -29.8% | +140.0% | +105.4% |
| YTD | +80.9% | -28.7% | +109.6% | +78.5% |
| 1Y | +73.3% | -40.9% | +114.2% | +70.8% |
| All | +73.3% | -40.6% | +113.9% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling