+83.1%
SPY vs PANW
+320.3%
-237.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -1.1% | -14.6% | +13.5% | +1.7% |
| 3M | +3.9% | +18.3% | -14.4% | -0.6% |
| 6M | +13.6% | +100.5% | -86.9% | -3.7% |
| YTD | +12.7% | +79.5% | -66.8% | -2.4% |
| 1Y | +17.5% | +66.7% | -49.2% | +3.3% |
| 3Y | +76.9% | +161.2% | -84.3% | +35.1% |
| All | +83.1% | +320.3% | -237.2% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling