+66.7%
PANW vs ALC
-14.7%
+81.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | -0.8% | -6.3% | +5.6% | -0.4% |
| 30D | -14.6% | -10.3% | -4.3% | -14.0% |
| 3M | +18.3% | -0.7% | +19.0% | +18.4% |
| 6M | +100.5% | -17.8% | +118.3% | +103.3% |
| YTD | +79.5% | -15.8% | +95.3% | +79.9% |
| 1Y | +66.7% | -16.7% | +83.4% | +68.9% |
| All | +66.7% | -14.7% | +81.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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