+730.5%
PANW vs ALC
+24.0%
+706.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.3% |
| 7D | -10.3% | -2.1% | -8.2% | -9.6% |
| 30D | -8.1% | -0.1% | -8.0% | -8.2% |
| 3M | +19.3% | +5.9% | +13.5% | +16.1% |
| 6M | +110.2% | -15.9% | +126.1% | +123.3% |
| YTD | +80.9% | -10.1% | +91.0% | +86.0% |
| 1Y | +73.3% | -10.2% | +83.5% | +77.7% |
| 3Y | +174.6% | -13.6% | +188.2% | +177.1% |
| 5Y | +327.1% | -15.1% | +342.2% | +326.6% |
| All | +730.5% | +24.0% | +706.5% | +572.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling