+332.2%
PANW vs W
-63.9%
+396.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.4% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | -11.8% | -5.6% | -6.2% | -11.1% |
| 3M | +28.6% | +41.9% | -13.3% | +20.2% |
| 6M | +104.4% | +30.2% | +74.2% | +92.2% |
| YTD | +83.8% | -2.9% | +86.7% | +79.8% |
| 1Y | +71.5% | +11.6% | +60.0% | +62.2% |
| 3Y | +172.2% | +37.0% | +135.2% | +129.8% |
| 5Y | +332.2% | -62.8% | +395.0% | +312.2% |
| All | +332.2% | -63.9% | +396.1% | +312.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling