+316.7%
PANW vs USHY
+20.9%
+295.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.4% |
| 7D | -0.8% | -0.7% | -0.1% | +0.6% |
| 30D | -14.6% | -0.7% | -13.9% | -13.4% |
| 3M | +18.3% | +0.1% | +18.2% | +18.4% |
| 6M | +100.5% | +1.8% | +98.7% | +94.3% |
| YTD | +79.5% | +1.8% | +77.7% | +73.9% |
| 1Y | +66.7% | +3.3% | +63.4% | +57.1% |
| 3Y | +161.2% | +27.0% | +134.3% | +71.4% |
| All | +316.7% | +20.9% | +295.7% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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