+104.4%
PANW vs UMAC
+35.9%
+68.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.4% |
| 7D | +2.0% | -4.0% | +6.0% | +2.3% |
| 30D | -11.8% | -9.4% | -2.4% | -11.3% |
| 3M | +28.6% | +3.0% | +25.6% | +26.7% |
| 6M | +104.4% | +27.2% | +77.2% | +97.2% |
| All | +104.4% | +35.9% | +68.6% | +97.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling