+334.1%
PANW vs TYL
-28.2%
+362.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +3.3% |
| 7D | -6.9% | -7.6% | +0.7% | -3.4% |
| 30D | -7.4% | +11.3% | -18.7% | -12.4% |
| 3M | +26.5% | +14.5% | +12.0% | +16.2% |
| 6M | +104.2% | -7.1% | +111.3% | +108.6% |
| YTD | +82.9% | -23.4% | +106.3% | +105.8% |
| 1Y | +70.7% | -38.6% | +109.3% | +117.1% |
| 3Y | +170.9% | -11.3% | +182.3% | +166.4% |
| 5Y | +334.1% | -28.0% | +362.1% | +400.0% |
| All | +334.1% | -28.2% | +362.3% | +400.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling