+1,248.2%
PANW vs UL
+66.7%
+1,181.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -0.8% | -3.4% | +2.6% | -0.2% |
| 30D | -14.6% | +0.5% | -15.0% | -14.7% |
| 3M | +18.3% | +7.2% | +11.0% | +16.4% |
| 6M | +100.5% | -3.1% | +103.5% | +101.0% |
| YTD | +79.5% | -2.7% | +82.2% | +79.3% |
| 1Y | +66.7% | -10.2% | +77.0% | +69.4% |
| 3Y | +161.2% | +20.3% | +141.0% | +144.0% |
| 5Y | +322.2% | +19.9% | +302.3% | +287.3% |
| All | +1,248.2% | +66.7% | +1,181.5% | +1,068.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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