+3,684.3%
PANW vs UL
+162.4%
+3,521.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | +2.0% | -3.2% | +5.2% | +2.8% |
| 30D | -13.0% | -0.6% | -12.4% | -12.9% |
| 3M | +28.6% | +9.4% | +19.2% | +25.2% |
| 6M | +103.0% | -4.1% | +107.1% | +104.1% |
| YTD | +81.9% | -2.0% | +83.9% | +81.1% |
| 1Y | +69.6% | -9.0% | +78.6% | +72.2% |
| 3Y | +169.4% | +21.8% | +147.6% | +146.3% |
| 5Y | +331.0% | +20.6% | +310.4% | +287.6% |
| 10Y | +1,292.3% | +67.7% | +1,224.6% | +947.1% |
| All | +3,684.3% | +162.4% | +3,521.9% | +2,280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling