+170.7%
PANW vs USAR
+58.5%
+112.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +1.2% |
| 7D | +2.0% | -9.3% | +11.3% | +2.3% |
| 30D | -11.8% | -15.2% | +3.4% | -11.4% |
| 3M | +28.6% | -21.1% | +49.7% | +29.2% |
| 6M | +104.4% | -21.6% | +126.0% | +105.0% |
| YTD | +83.8% | +34.8% | +49.0% | +83.3% |
| 1Y | +71.5% | +15.6% | +55.9% | +71.7% |
| 3Y | +172.2% | +57.7% | +114.4% | +179.7% |
| All | +170.7% | +58.5% | +112.2% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 5y: compounded portfolio wealth divided by compounded USAR 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…
5y analysis · Full analysis span regression · 6 months rolling