+152.1%
PANW vs WM
+48.6%
+103.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.7% | +3.2% | -0.5% | +2.6% |
| 30D | -14.1% | +13.0% | -27.1% | -14.6% |
| 3M | -18.6% | +9.2% | -27.9% | -18.9% |
| 6M | +41.5% | +13.6% | +27.8% | +39.3% |
| YTD | +74.9% | +12.4% | +62.5% | +72.6% |
| 1Y | +57.4% | +21.2% | +36.1% | +52.1% |
| 3Y | +152.1% | +48.7% | +103.4% | +150.0% |
| All | +152.1% | +48.6% | +103.5% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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