+250.7%
TQQQ vs PANW
+164.6%
+86.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +4.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.5% |
| 30D | -4.9% | -14.6% | +9.7% | +4.8% |
| 3M | -6.4% | +18.3% | -24.7% | -19.0% |
| 6M | +44.4% | +100.5% | -56.1% | -17.5% |
| YTD | +35.2% | +79.5% | -44.3% | -16.6% |
| 1Y | +49.5% | +66.7% | -17.2% | -1.4% |
| 3Y | +250.7% | +161.2% | +89.5% | +49.2% |
| All | +250.7% | +164.6% | +86.1% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling