+504.7%
PANW vs ALHC
-61.4%
+566.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | 0.0% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -14.1% | -10.6% | -3.5% | -13.5% |
| 3M | -18.6% | -45.3% | +26.7% | -15.5% |
| 6M | +41.5% | -59.7% | +101.2% | +49.6% |
| YTD | +74.9% | -62.7% | +137.7% | +85.3% |
| 1Y | +57.4% | -56.1% | +113.5% | +64.0% |
| 3Y | +152.1% | +21.3% | +130.9% | +124.5% |
| 5Y | +275.3% | -66.0% | +341.3% | +257.4% |
| All | +504.7% | -61.4% | +566.1% | +460.5% |
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