+3,634.0%
PANW vs TSCO
+402.7%
+3,231.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | -0.8% | -5.7% | +4.9% | +1.2% |
| 30D | -14.6% | -8.8% | -5.8% | -12.0% |
| 3M | +18.3% | +6.3% | +12.0% | +15.5% |
| 6M | +100.5% | -32.3% | +132.7% | +126.1% |
| YTD | +79.5% | -32.7% | +112.2% | +101.9% |
| 1Y | +66.7% | -43.7% | +110.4% | +99.5% |
| 3Y | +161.2% | -19.7% | +180.9% | +167.7% |
| 5Y | +322.2% | -11.6% | +333.8% | +311.6% |
| 10Y | +1,273.8% | +184.1% | +1,089.7% | +735.4% |
| All | +3,634.0% | +402.7% | +3,231.4% | +1,953.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling