+1,135.8%
PANW vs ALK
-45.9%
+1,181.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.2% |
| 7D | +2.7% | -1.2% | +3.9% | +2.9% |
| 30D | -14.1% | +7.7% | -21.8% | -15.5% |
| 3M | -18.6% | -19.0% | +0.4% | -15.5% |
| 6M | +41.5% | -0.2% | +41.7% | +39.4% |
| YTD | +74.9% | -23.5% | +98.4% | +79.8% |
| 1Y | +57.4% | -9.1% | +66.5% | +55.1% |
| 3Y | +152.1% | +12.0% | +140.1% | +128.7% |
| 5Y | +275.3% | -30.9% | +306.1% | +272.4% |
| All | +1,135.8% | -45.9% | +1,181.7% | +1,197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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