+1,248.2%
PANW vs UNH
+235.3%
+1,012.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.7% |
| 7D | -0.8% | -4.5% | +3.8% | +0.4% |
| 30D | -14.6% | -6.5% | -8.0% | -13.2% |
| 3M | +18.3% | -6.0% | +24.3% | +19.8% |
| 6M | +100.5% | +33.7% | +66.8% | +84.9% |
| YTD | +79.5% | +16.4% | +63.1% | +69.8% |
| 1Y | +66.7% | +10.1% | +56.6% | +59.7% |
| 3Y | +161.2% | -16.3% | +177.5% | +156.3% |
| 5Y | +322.2% | +2.1% | +320.1% | +281.8% |
| All | +1,248.2% | +235.3% | +1,012.9% | +831.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 10y: compounded portfolio wealth divided by compounded UNH 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…
10y analysis · Full analysis span regression · 6 months rolling