+316.7%
PANW vs TTWO
+39.3%
+277.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -0.8% | +0.4% | -1.1% | -0.9% |
| 30D | -14.6% | -11.3% | -3.2% | -10.6% |
| 3M | +18.3% | +1.6% | +16.7% | +16.6% |
| 6M | +100.5% | +2.1% | +98.4% | +97.5% |
| YTD | +79.5% | -15.8% | +95.3% | +89.6% |
| 1Y | +66.7% | -12.6% | +79.3% | +73.0% |
| 3Y | +161.2% | +48.2% | +113.0% | +121.1% |
| All | +316.7% | +39.3% | +277.3% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 5y: compounded portfolio wealth divided by compounded TTWO 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…
5y analysis · Full analysis span regression · 6 months rolling