+167.4%
PANW vs WFC
+132.5%
+34.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | -11.8% | +2.3% | -14.1% | -12.4% |
| 3M | +28.6% | +9.8% | +18.8% | +25.5% |
| 6M | +104.4% | +15.6% | +88.9% | +96.2% |
| YTD | +83.8% | -2.4% | +86.2% | +84.6% |
| 1Y | +71.5% | +13.8% | +57.7% | +64.0% |
| All | +167.4% | +132.5% | +34.9% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling