+520.5%
PANW vs ALHC
-33.8%
+554.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -0.8% | -6.9% | +6.1% | -0.3% |
| 30D | -14.6% | -6.7% | -7.8% | -14.2% |
| 3M | +18.3% | -37.7% | +56.0% | +22.4% |
| 6M | +100.5% | -30.0% | +130.5% | +104.3% |
| YTD | +79.5% | -36.2% | +115.7% | +83.9% |
| 1Y | +66.7% | -22.9% | +89.6% | +67.5% |
| 3Y | +161.2% | +138.4% | +22.9% | +119.0% |
| 5Y | +322.2% | -32.8% | +355.0% | +283.8% |
| All | +520.5% | -33.8% | +554.3% | +456.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling