+76.9%
SPY vs PANW
+164.6%
-87.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -1.1% | -14.6% | +13.5% | +1.3% |
| 3M | +3.9% | +18.3% | -14.4% | 0.0% |
| 6M | +13.6% | +100.5% | -86.9% | -1.4% |
| YTD | +12.7% | +79.5% | -66.8% | -0.3% |
| 1Y | +17.5% | +66.7% | -49.2% | +5.4% |
| 3Y | +76.9% | +161.2% | -84.3% | +40.3% |
| All | +76.9% | +164.6% | -87.7% | +40.3% |
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