+161.2%
PANW vs ZTS
-59.2%
+220.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -0.8% | -3.7% | +3.0% | -0.7% |
| 30D | -14.6% | -0.8% | -13.8% | -14.6% |
| 3M | +18.3% | -9.7% | +28.0% | +18.7% |
| 6M | +100.5% | -38.4% | +138.9% | +108.7% |
| YTD | +79.5% | -41.1% | +120.6% | +88.0% |
| 1Y | +66.7% | -50.6% | +117.3% | +81.4% |
| 3Y | +161.2% | -59.1% | +220.4% | +194.2% |
| All | +161.2% | -59.2% | +220.4% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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