+161.2%
PANW vs UMC
+261.2%
-99.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.7% |
| 7D | -0.8% | +9.0% | -9.8% | -2.3% |
| 30D | -14.6% | +17.2% | -31.8% | -17.1% |
| 3M | +18.3% | +11.4% | +6.9% | +13.9% |
| 6M | +100.5% | +137.5% | -37.0% | +63.2% |
| YTD | +79.5% | +193.1% | -113.6% | +34.8% |
| 1Y | +66.7% | +240.3% | -173.6% | +19.6% |
| 3Y | +161.2% | +262.2% | -101.0% | +72.5% |
| All | +161.2% | +261.2% | -99.9% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling