+73.3%
PANW vs TXT
-1.0%
+74.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -10.3% | -4.8% | -5.5% | -10.4% |
| 30D | -8.1% | -10.6% | +2.5% | -8.1% |
| 3M | +19.3% | -13.2% | +32.5% | +19.0% |
| 6M | +110.2% | -20.3% | +130.5% | +108.4% |
| YTD | +80.9% | -9.3% | +90.2% | +76.7% |
| 1Y | +73.3% | -2.7% | +75.9% | +66.4% |
| All | +73.3% | -1.0% | +74.3% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling