+169.5%
PANW vs USAR
+74.5%
+95.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -6.9% | +2.3% | -9.3% | -7.0% |
| 30D | -7.4% | -8.6% | +1.3% | -7.2% |
| 3M | +26.5% | -20.5% | +47.0% | +27.0% |
| 6M | +104.2% | +1.2% | +103.0% | +103.7% |
| YTD | +82.9% | +48.4% | +34.5% | +82.0% |
| 1Y | +70.7% | +30.6% | +40.1% | +70.4% |
| 3Y | +170.9% | +73.6% | +97.3% | +177.7% |
| All | +169.5% | +74.5% | +95.0% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling