+314.7%
SPY vs PANW
+1,278.8%
-964.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.4% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -1.1% | -14.6% | +13.5% | +2.0% |
| 3M | +3.9% | +18.3% | -14.4% | -1.0% |
| 6M | +13.6% | +100.5% | -86.9% | -5.0% |
| YTD | +12.7% | +79.5% | -66.8% | -3.6% |
| 1Y | +17.5% | +66.7% | -49.2% | +2.1% |
| 3Y | +76.9% | +161.2% | -84.3% | +32.9% |
| 5Y | +83.6% | +322.2% | -238.6% | +17.7% |
| All | +314.7% | +1,278.8% | -964.0% | +90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling