+62.2%
PANW vs UMAC
+2.9%
+59.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.9% | +10.3% | +0.5% |
| 7D | -11.8% | -26.0% | +14.3% | -9.0% |
| 30D | -14.4% | -40.3% | +25.9% | -10.0% |
| 3M | -5.0% | -51.1% | +46.1% | +1.1% |
| 6M | +88.6% | -5.6% | +94.2% | +86.8% |
| YTD | +88.9% | +2.3% | +86.7% | +80.9% |
| 1Y | +62.2% | +7.9% | +54.4% | +53.2% |
| All | +62.2% | +2.9% | +59.3% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling