+3,634.0%
PANW vs UMC
+1,911.6%
+1,722.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.8% |
| 7D | -0.8% | +9.0% | -9.8% | -2.8% |
| 30D | -14.6% | +17.2% | -31.8% | -17.8% |
| 3M | +18.3% | +11.4% | +6.9% | +13.2% |
| 6M | +100.5% | +137.5% | -37.0% | +58.2% |
| YTD | +79.5% | +193.1% | -113.6% | +32.5% |
| 1Y | +66.7% | +240.3% | -173.6% | +18.4% |
| 3Y | +161.2% | +262.2% | -101.0% | +79.6% |
| 5Y | +322.2% | +143.1% | +179.1% | +210.3% |
| 10Y | +1,273.8% | +1,853.0% | -579.2% | +517.5% |
| All | +3,634.0% | +1,911.6% | +1,722.4% | +1,650.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling