+1,248.2%
PANW vs URA
+346.2%
+902.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.4% |
| 7D | -0.8% | -5.5% | +4.7% | +0.7% |
| 30D | -14.6% | -3.7% | -10.9% | -13.8% |
| 3M | +18.3% | -2.9% | +21.2% | +18.7% |
| 6M | +100.5% | -15.2% | +115.7% | +106.4% |
| YTD | +79.5% | +1.9% | +77.6% | +72.5% |
| 1Y | +66.7% | +6.9% | +59.8% | +55.9% |
| 3Y | +161.2% | +99.6% | +61.6% | +92.6% |
| 5Y | +322.2% | +101.2% | +221.0% | +197.9% |
| All | +1,248.2% | +346.2% | +902.0% | +625.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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