+66.2%
T vs PANW
+330.3%
-264.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.6% |
| 7D | -2.4% | +2.0% | -4.4% | -2.4% |
| 30D | +4.3% | -11.8% | +16.1% | +4.4% |
| 3M | +11.6% | +28.6% | -17.0% | +11.0% |
| 6M | -5.6% | +104.4% | -110.0% | -7.0% |
| YTD | +6.6% | +83.8% | -77.2% | +5.3% |
| 1Y | -8.4% | +71.5% | -79.9% | -9.3% |
| 3Y | +107.8% | +172.2% | -64.3% | +98.3% |
| All | +66.2% | +330.3% | -264.1% | +53.4% |
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