+17,255.0%
TSLA vs PANW
+3,545.7%
+13,709.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +3.0% | +2.0% | +1.0% | +2.1% |
| 30D | +11.2% | -13.0% | +24.1% | +17.5% |
| 3M | -7.3% | +28.6% | -35.9% | -18.1% |
| 6M | -7.7% | +103.0% | -110.7% | -35.3% |
| YTD | -18.2% | +81.9% | -100.1% | -40.1% |
| 1Y | +6.0% | +69.6% | -63.6% | -19.8% |
| 3Y | +48.0% | +169.4% | -121.4% | -13.8% |
| 5Y | +46.2% | +331.0% | -284.8% | -32.8% |
| 10Y | +2,737.0% | +1,292.3% | +1,444.7% | +710.3% |
| All | +17,255.0% | +3,545.7% | +13,709.3% | +3,646.5% |
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 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