+612.2%
SPY vs PANW
+3,545.7%
-2,933.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.4% | +2.0% | -2.4% | -0.7% |
| 30D | -1.4% | -13.0% | +11.6% | +0.9% |
| 3M | +3.7% | +28.6% | -24.9% | -2.1% |
| 6M | +13.0% | +103.0% | -90.0% | -3.1% |
| YTD | +12.4% | +81.9% | -69.5% | -1.8% |
| 1Y | +18.5% | +69.6% | -51.1% | +4.9% |
| 3Y | +77.6% | +169.4% | -91.8% | +39.4% |
| 5Y | +81.7% | +331.0% | -249.3% | +26.7% |
| 10Y | +319.7% | +1,292.3% | -972.6% | +130.9% |
| All | +612.2% | +3,545.7% | -2,933.5% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling