+848.1%
PANW vs TXG
+27.0%
+821.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.9% |
| 7D | -0.8% | +9.5% | -10.3% | -2.4% |
| 30D | -14.6% | +18.8% | -33.3% | -17.4% |
| 3M | +18.3% | +136.1% | -117.8% | +0.7% |
| 6M | +100.5% | +235.2% | -134.8% | +58.5% |
| YTD | +79.5% | +320.5% | -241.0% | +35.3% |
| 1Y | +66.7% | +425.2% | -358.5% | +18.8% |
| 3Y | +161.2% | +42.9% | +118.3% | +122.7% |
| 5Y | +322.2% | -62.8% | +385.0% | +344.6% |
| All | +848.1% | +27.0% | +821.1% | +661.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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