-13.3%
TSLA vs PANW
+61.3%
-74.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -4.7% | -11.8% | +7.1% | -1.7% |
| 30D | +1.7% | -14.4% | +16.1% | +5.6% |
| 3M | +17.7% | -5.0% | +22.7% | +18.4% |
| 6M | -1.9% | +88.6% | -90.4% | -16.4% |
| YTD | -14.3% | +88.9% | -103.3% | -25.2% |
| 1Y | -13.3% | +62.2% | -75.5% | -16.9% |
| All | -13.3% | +61.3% | -74.6% | -16.9% |
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