+4,398.4%
PANW vs ALLE
+260.9%
+4,137.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -10.3% | -0.2% | -10.1% | -10.3% |
| 30D | -8.1% | -6.8% | -1.3% | -5.6% |
| 3M | +19.3% | +21.0% | -1.7% | +9.3% |
| 6M | +110.2% | +1.1% | +109.1% | +106.7% |
| YTD | +80.9% | -0.5% | +81.5% | +78.1% |
| 1Y | +73.3% | -7.3% | +80.5% | +75.4% |
| 3Y | +174.6% | +42.3% | +132.3% | +123.5% |
| 5Y | +327.1% | +13.5% | +313.6% | +277.7% |
| 10Y | +1,277.3% | +144.0% | +1,133.3% | +620.5% |
| All | +4,398.4% | +260.9% | +4,137.6% | +1,659.4% |
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