+161.2%
PANW vs UNP
+43.0%
+118.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -0.8% | -1.8% | +1.0% | -0.5% |
| 30D | -14.6% | -2.7% | -11.8% | -14.3% |
| 3M | +18.3% | +6.5% | +11.8% | +17.2% |
| 6M | +100.5% | +14.4% | +86.1% | +95.6% |
| YTD | +79.5% | +24.8% | +54.7% | +70.4% |
| 1Y | +66.7% | +34.4% | +32.3% | +54.3% |
| 3Y | +161.2% | +43.6% | +117.7% | +138.7% |
| All | +161.2% | +43.0% | +118.3% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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