+1,248.2%
PANW vs WFC
+145.8%
+1,102.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.6% |
| 7D | -0.8% | +0.4% | -1.1% | -0.9% |
| 30D | -14.6% | +1.5% | -16.1% | -15.0% |
| 3M | +18.3% | +10.2% | +8.1% | +15.0% |
| 6M | +100.5% | +18.8% | +81.7% | +90.3% |
| YTD | +79.5% | -1.5% | +81.0% | +78.9% |
| 1Y | +66.7% | +13.5% | +53.2% | +59.3% |
| 3Y | +161.2% | +135.0% | +26.3% | +102.3% |
| 5Y | +322.2% | +130.1% | +192.1% | +224.8% |
| All | +1,248.2% | +145.8% | +1,102.4% | +875.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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