+3,705.5%
PANW vs TXT
+207.1%
+3,498.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -6.9% | -0.2% | -6.7% | -6.9% |
| 30D | -7.4% | -11.1% | +3.7% | -4.1% |
| 3M | +26.5% | -13.0% | +39.5% | +31.7% |
| 6M | +104.2% | -16.2% | +120.4% | +114.0% |
| YTD | +82.9% | -8.7% | +91.7% | +85.5% |
| 1Y | +70.7% | -3.8% | +74.5% | +69.9% |
| 3Y | +170.9% | +5.5% | +165.4% | +157.9% |
| 5Y | +334.1% | +12.3% | +321.8% | +301.5% |
| 10Y | +1,275.6% | +97.4% | +1,178.2% | +888.4% |
| All | +3,705.5% | +207.1% | +3,498.5% | +2,353.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling