+3,684.3%
PANW vs UNP
+536.2%
+3,148.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | +2.0% | -1.7% | +3.7% | +2.7% |
| 30D | -13.0% | -2.1% | -10.9% | -12.3% |
| 3M | +28.6% | +5.4% | +23.2% | +25.8% |
| 6M | +103.0% | +13.4% | +89.6% | +91.2% |
| YTD | +81.9% | +25.0% | +57.0% | +63.7% |
| 1Y | +69.6% | +34.6% | +35.1% | +47.7% |
| 3Y | +169.4% | +43.6% | +125.8% | +124.4% |
| 5Y | +331.0% | +51.7% | +279.3% | +244.6% |
| 10Y | +1,292.3% | +282.5% | +1,009.8% | +590.6% |
| All | +3,684.3% | +536.2% | +3,148.1% | +1,328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling