+73.3%
PANW vs UMC
+209.4%
-136.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | -0.1% |
| 7D | -10.3% | +5.0% | -15.3% | -10.8% |
| 30D | -8.1% | +7.7% | -15.8% | -8.9% |
| 3M | +19.3% | +1.7% | +17.7% | +17.3% |
| 6M | +110.2% | +113.9% | -3.7% | +88.1% |
| YTD | +80.9% | +168.9% | -88.0% | +46.1% |
| 1Y | +73.3% | +207.2% | -133.9% | +37.3% |
| All | +73.3% | +209.4% | -136.2% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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