+62.2%
PANW vs WOLF
-3.0%
+65.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -11.8% | -14.5% | +2.7% | -10.9% |
| 30D | -14.4% | -32.0% | +17.6% | -12.8% |
| 3M | -5.0% | -15.8% | +10.8% | -4.7% |
| 6M | +88.6% | -36.6% | +125.2% | +90.2% |
| YTD | +88.9% | +30.9% | +58.0% | +85.6% |
| 1Y | +62.2% | +4.1% | +58.2% | +59.0% |
| All | +62.2% | -3.0% | +65.3% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling