+149.7%
T vs PANW
+3,545.7%
-3,396.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -3.1% | +2.0% | -5.1% | -3.2% |
| 30D | +4.6% | -13.0% | +17.5% | +5.1% |
| 3M | +12.2% | +28.6% | -16.4% | +10.5% |
| 6M | -6.5% | +103.0% | -109.4% | -10.2% |
| YTD | +4.9% | +81.9% | -77.0% | +1.2% |
| 1Y | -10.5% | +69.6% | -80.1% | -13.4% |
| 3Y | +104.6% | +169.4% | -64.9% | +89.9% |
| 5Y | +64.2% | +331.0% | -266.8% | +45.5% |
| 10Y | +68.4% | +1,292.3% | -1,223.8% | +35.8% |
| All | +149.7% | +3,545.7% | -3,396.0% | +96.1% |
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