+3,051.0%
PANW vs ALLY
+97.2%
+2,953.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | +2.5% | -2.1% | +4.7% | +3.2% |
| 30D | -18.7% | +2.0% | -20.7% | -19.2% |
| 3M | -16.6% | -13.3% | -3.3% | -13.2% |
| 6M | +49.7% | -9.9% | +59.5% | +53.9% |
| YTD | +75.2% | -13.5% | +88.7% | +81.4% |
| 1Y | +53.6% | -2.8% | +56.4% | +53.6% |
| 3Y | +154.6% | +63.4% | +91.1% | +113.5% |
| 5Y | +275.8% | -10.9% | +286.7% | +262.3% |
| 10Y | +1,140.9% | +174.7% | +966.2% | +662.2% |
| All | +3,051.0% | +97.2% | +2,953.8% | +1,995.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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