+33.6%
TSLA vs PANW
+164.6%
-131.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.5% |
| 7D | +3.2% | -0.8% | +4.0% | +3.5% |
| 30D | +11.6% | -14.6% | +26.1% | +18.3% |
| 3M | -8.4% | +18.3% | -26.7% | -15.2% |
| 6M | -10.4% | +100.5% | -110.9% | -34.8% |
| YTD | -18.7% | +79.5% | -98.2% | -38.2% |
| 1Y | -0.9% | +66.7% | -67.6% | -21.8% |
| 3Y | +33.6% | +161.2% | -127.7% | -20.4% |
| All | +33.6% | +164.6% | -131.0% | -20.4% |
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 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