+4.6%
TSLA vs PANW
+74.0%
-69.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.0% |
| 7D | +1.5% | -10.3% | +11.8% | +4.9% |
| 30D | +10.1% | -8.1% | +18.2% | +12.5% |
| 3M | -15.4% | +19.3% | -34.7% | -19.5% |
| 6M | -12.8% | +110.2% | -123.0% | -30.5% |
| YTD | -21.3% | +80.9% | -102.2% | -32.2% |
| 1Y | +4.6% | +73.3% | -68.7% | +3.5% |
| All | +4.6% | +74.0% | -69.4% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling