+161.2%
PANW vs UL
+20.7%
+140.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.2% |
| 7D | -0.8% | -3.4% | +2.6% | -1.2% |
| 30D | -14.6% | +0.5% | -15.0% | -14.5% |
| 3M | +18.3% | +7.2% | +11.0% | +19.4% |
| 6M | +100.5% | -3.1% | +103.5% | +101.5% |
| YTD | +79.5% | -2.7% | +82.2% | +80.2% |
| 1Y | +66.7% | -10.2% | +77.0% | +67.7% |
| 3Y | +161.2% | +20.3% | +141.0% | +163.9% |
| All | +161.2% | +20.7% | +140.6% | +163.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling