+1,280.2%
PANW vs TYL
+100.8%
+1,179.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.1% |
| 7D | +2.0% | -11.5% | +13.5% | +8.2% |
| 30D | -11.8% | +3.9% | -15.7% | -13.8% |
| 3M | +28.6% | +10.8% | +17.8% | +19.9% |
| 6M | +104.4% | -5.3% | +109.7% | +106.0% |
| YTD | +83.8% | -26.1% | +109.9% | +108.6% |
| 1Y | +71.5% | -38.5% | +110.1% | +114.3% |
| 3Y | +172.2% | -14.5% | +186.6% | +175.2% |
| 5Y | +332.2% | -28.9% | +361.1% | +375.7% |
| All | +1,280.2% | +100.8% | +1,179.4% | +826.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TYL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling