+1,113.3%
PANW vs XYZ
+606.0%
+507.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +2.0% | -5.2% | +7.1% | +3.5% |
| 30D | -11.8% | 0.0% | -11.8% | -12.0% |
| 3M | +28.6% | +18.7% | +9.9% | +21.9% |
| 6M | +104.4% | +20.5% | +83.9% | +92.4% |
| YTD | +83.8% | +21.5% | +62.3% | +71.0% |
| 1Y | +71.5% | +7.2% | +64.3% | +64.4% |
| 3Y | +172.2% | +49.0% | +123.2% | +124.4% |
| 5Y | +332.2% | -68.1% | +400.3% | +399.0% |
| 10Y | +1,306.4% | +601.6% | +704.8% | +603.3% |
| All | +1,113.3% | +606.0% | +507.3% | +472.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 all: compounded portfolio wealth divided by compounded XYZ 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…
all analysis · Full analysis span regression · 6 months rolling