+1,248.2%
PANW vs W
+158.6%
+1,089.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -2.5% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | -14.6% | -4.2% | -10.3% | -14.1% |
| 3M | +18.3% | +26.9% | -8.6% | +12.4% |
| 6M | +100.5% | +31.2% | +69.2% | +87.7% |
| YTD | +79.5% | -1.8% | +81.3% | +75.1% |
| 1Y | +66.7% | +9.3% | +57.4% | +57.8% |
| 3Y | +161.2% | +33.2% | +128.0% | +120.8% |
| 5Y | +322.2% | -62.4% | +384.6% | +292.4% |
| All | +1,248.2% | +158.6% | +1,089.6% | +710.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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