+167.4%
PANW vs TXT
+4.6%
+162.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -11.8% | -10.2% | -1.6% | -9.4% |
| 3M | +28.6% | -13.3% | +41.9% | +33.0% |
| 6M | +104.4% | -14.4% | +118.8% | +111.1% |
| YTD | +83.8% | -9.1% | +92.9% | +84.3% |
| 1Y | +71.5% | -2.2% | +73.7% | +67.0% |
| All | +167.4% | +4.6% | +162.8% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling