+316.7%
PANW vs TXG
-62.8%
+379.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.9% |
| 7D | -0.8% | +9.5% | -10.3% | -2.3% |
| 30D | -14.6% | +18.8% | -33.3% | -17.2% |
| 3M | +18.3% | +136.1% | -117.8% | +1.9% |
| 6M | +100.5% | +235.2% | -134.8% | +61.3% |
| YTD | +79.5% | +320.5% | -241.0% | +38.2% |
| 1Y | +66.7% | +425.2% | -358.5% | +21.7% |
| 3Y | +161.2% | +42.9% | +118.3% | +126.9% |
| All | +316.7% | -62.8% | +379.5% | +331.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling