+950.4%
PLTR vs PANW
+170.9%
+779.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.7% |
| 7D | -9.1% | +2.0% | -11.1% | -10.2% |
| 30D | -5.2% | -11.8% | +6.6% | +1.3% |
| 3M | +27.4% | +28.6% | -1.2% | +8.9% |
| 6M | +9.7% | +104.4% | -94.7% | -28.7% |
| YTD | -6.7% | +83.8% | -90.5% | -35.8% |
| 1Y | -0.5% | +71.5% | -72.1% | -28.4% |
| All | +950.4% | +170.9% | +779.5% | +377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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