+161.2%
PANW vs TSCO
-19.8%
+181.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | -0.8% | -5.7% | +4.9% | +0.3% |
| 30D | -14.6% | -8.8% | -5.8% | -13.1% |
| 3M | +18.3% | +6.3% | +12.0% | +16.7% |
| 6M | +100.5% | -32.3% | +132.7% | +115.5% |
| YTD | +79.5% | -32.7% | +112.2% | +92.6% |
| 1Y | +66.7% | -43.7% | +110.4% | +87.8% |
| 3Y | +161.2% | -19.7% | +180.9% | +161.7% |
| All | +161.2% | -19.8% | +181.1% | +161.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling