+1,248.2%
PANW vs TSN
-4.9%
+1,253.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | -0.8% | +3.0% | -3.8% | -1.3% |
| 30D | -14.6% | -4.2% | -10.4% | -14.1% |
| 3M | +18.3% | -3.9% | +22.2% | +18.6% |
| 6M | +100.5% | -9.8% | +110.3% | +102.3% |
| YTD | +79.5% | -7.3% | +86.8% | +79.9% |
| 1Y | +66.7% | -2.2% | +68.9% | +65.1% |
| 3Y | +161.2% | +11.9% | +149.4% | +148.4% |
| 5Y | +322.2% | -16.9% | +339.1% | +324.8% |
| All | +1,248.2% | -4.9% | +1,253.2% | +1,136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling