+1,266.4%
PANW vs TYL
+105.1%
+1,161.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.2% |
| 7D | +2.0% | -8.6% | +10.6% | +6.5% |
| 30D | -13.0% | +7.5% | -20.5% | -16.3% |
| 3M | +28.6% | +10.9% | +17.7% | +19.9% |
| 6M | +103.0% | -6.7% | +109.7% | +106.2% |
| YTD | +81.9% | -24.5% | +106.4% | +104.4% |
| 1Y | +69.6% | -38.6% | +108.3% | +112.4% |
| 3Y | +169.4% | -12.6% | +182.1% | +169.6% |
| 5Y | +331.0% | -28.2% | +359.2% | +372.5% |
| All | +1,266.4% | +105.1% | +1,161.3% | +807.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling