+285.6%
PANW vs TYL
-21.6%
+307.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -6.8% | +4.3% | -11.1% | -8.8% |
| 30D | -22.1% | +28.0% | -50.0% | -31.4% |
| 3M | -15.2% | +32.3% | -47.6% | -26.8% |
| 6M | +57.0% | +29.9% | +27.1% | +34.6% |
| YTD | +77.2% | -7.1% | +84.3% | +80.2% |
| 1Y | +50.7% | -9.2% | +59.9% | +55.1% |
| 3Y | +157.5% | +0.7% | +156.8% | +139.5% |
| All | +285.6% | -21.6% | +307.1% | +335.6% |
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 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