+1,248.2%
PANW vs TXT
+107.7%
+1,140.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -3.0% |
| 7D | -0.8% | +2.5% | -3.2% | -1.5% |
| 30D | -14.6% | -8.9% | -5.7% | -12.3% |
| 3M | +18.3% | -13.6% | +31.8% | +23.1% |
| 6M | +100.5% | -13.1% | +113.6% | +107.3% |
| YTD | +79.5% | -7.0% | +86.5% | +80.8% |
| 1Y | +66.7% | -1.4% | +68.1% | +64.6% |
| 3Y | +161.2% | +7.0% | +154.3% | +147.7% |
| 5Y | +322.2% | +15.4% | +306.8% | +288.2% |
| All | +1,248.2% | +107.7% | +1,140.5% | +957.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling