+88.4%
PANW vs ZYBT
-58.9%
+147.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.3% |
| 7D | -0.8% | -3.7% | +2.9% | -0.8% |
| 30D | -14.6% | 0.0% | -14.6% | -14.6% |
| 3M | +18.3% | +72.2% | -53.9% | +21.0% |
| 6M | +100.5% | +103.1% | -2.7% | +101.7% |
| YTD | +79.5% | +34.8% | +44.7% | +82.9% |
| 1Y | +66.7% | -83.2% | +149.9% | +79.8% |
| All | +88.4% | -58.9% | +147.3% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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