+1,233.3%
PANW vs USHY
+49.7%
+1,183.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.4% |
| 7D | -0.8% | -0.7% | -0.1% | +0.4% |
| 30D | -14.6% | -0.7% | -13.9% | -13.5% |
| 3M | +18.3% | +0.1% | +18.2% | +18.4% |
| 6M | +100.5% | +1.8% | +98.7% | +95.0% |
| YTD | +79.5% | +1.8% | +77.7% | +74.6% |
| 1Y | +66.7% | +3.3% | +63.4% | +58.1% |
| 3Y | +161.2% | +27.0% | +134.3% | +77.4% |
| 5Y | +322.2% | +21.0% | +301.2% | +214.5% |
| All | +1,233.3% | +49.7% | +1,183.6% | +657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling