+70.3%
T vs PANW
+1,278.8%
-1,208.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.1% |
| 7D | +1.5% | -0.8% | +2.3% | +1.5% |
| 30D | +7.5% | -14.6% | +22.0% | +8.2% |
| 3M | +14.8% | +18.3% | -3.5% | +13.4% |
| 6M | -1.7% | +100.5% | -102.2% | -6.1% |
| YTD | +8.7% | +79.5% | -70.8% | +4.5% |
| 1Y | -7.5% | +66.7% | -74.2% | -10.7% |
| 3Y | +110.2% | +161.2% | -51.0% | +92.5% |
| 5Y | +71.6% | +322.2% | -250.5% | +47.3% |
| All | +70.3% | +1,278.8% | -1,208.5% | +26.6% |
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 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