+47.6%
PANW vs TSCO
-29.5%
+77.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.7% | -9.6% |
| 7D | -17.3% | +8.8% | -26.1% | -17.4% |
| 30D | -25.1% | +13.4% | -38.4% | -25.3% |
| 3M | -13.2% | +10.3% | -23.6% | -13.3% |
| 6M | +71.0% | +13.7% | +57.3% | +69.5% |
| YTD | +70.8% | -25.4% | +96.2% | +68.7% |
| 1Y | +47.6% | -30.5% | +78.1% | +47.7% |
| All | +47.6% | -29.5% | +77.1% | +47.7% |
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