+1,248.2%
PANW vs WY
+7.6%
+1,240.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -0.8% | -4.2% | +3.4% | +0.5% |
| 30D | -14.6% | -10.1% | -4.5% | -11.8% |
| 3M | +18.3% | -8.5% | +26.8% | +20.9% |
| 6M | +100.5% | -3.3% | +103.8% | +100.2% |
| YTD | +79.5% | -4.4% | +83.9% | +79.1% |
| 1Y | +66.7% | -11.5% | +78.2% | +70.3% |
| 3Y | +161.2% | -24.3% | +185.6% | +175.2% |
| 5Y | +322.2% | -21.3% | +343.5% | +337.7% |
| All | +1,248.2% | +7.6% | +1,240.7% | +1,104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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