+4,249.7%
PANW vs ALLE
+342.5%
+3,907.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +2.7% | +3.6% | -0.9% | +1.3% |
| 30D | -14.1% | +25.9% | -40.0% | -22.0% |
| 3M | -18.6% | +15.8% | -34.4% | -23.6% |
| 6M | +41.5% | +48.1% | -6.6% | +18.9% |
| YTD | +74.9% | +22.0% | +53.0% | +58.0% |
| 1Y | +57.4% | +18.0% | +39.3% | +44.0% |
| 3Y | +152.1% | +93.1% | +59.0% | +79.8% |
| 5Y | +275.3% | +52.1% | +223.2% | +192.6% |
| 10Y | +1,139.3% | +212.0% | +927.3% | +478.4% |
| All | +4,249.7% | +342.5% | +3,907.2% | +1,461.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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