+167.4%
PANW vs TYL
-14.8%
+182.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.7% |
| 7D | +2.0% | -11.5% | +13.5% | +6.1% |
| 30D | -11.8% | +3.9% | -15.7% | -13.1% |
| 3M | +28.6% | +10.8% | +17.8% | +22.7% |
| 6M | +104.4% | -5.3% | +109.7% | +106.9% |
| YTD | +83.8% | -26.1% | +109.9% | +105.0% |
| 1Y | +71.5% | -38.5% | +110.1% | +106.4% |
| All | +167.4% | -14.8% | +182.2% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling