+1,135.8%
PANW vs UAL
+80.6%
+1,055.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +2.7% | -3.0% | +5.7% | +3.2% |
| 30D | -14.1% | +10.5% | -24.5% | -15.6% |
| 3M | -18.6% | -13.5% | -5.1% | -16.8% |
| 6M | +41.5% | +14.2% | +27.2% | +37.0% |
| YTD | +74.9% | -2.2% | +77.2% | +72.5% |
| 1Y | +57.4% | +12.5% | +44.9% | +51.1% |
| 3Y | +152.1% | +186.8% | -34.7% | +97.7% |
| 5Y | +275.3% | +119.4% | +155.9% | +199.5% |
| All | +1,135.8% | +80.6% | +1,055.3% | +886.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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