+3,046.9%
PANW vs ALLY
+98.8%
+2,948.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -14.1% | +5.2% | -19.3% | -15.4% |
| 3M | -18.6% | -13.3% | -5.3% | -15.3% |
| 6M | +41.5% | -6.7% | +48.1% | +44.1% |
| YTD | +74.9% | -12.8% | +87.8% | +80.8% |
| 1Y | +57.4% | +0.7% | +56.7% | +55.8% |
| 3Y | +152.1% | +65.2% | +86.9% | +110.8% |
| 5Y | +275.3% | -10.1% | +285.4% | +261.0% |
| 10Y | +1,139.3% | +177.0% | +962.3% | +659.4% |
| All | +3,046.9% | +98.8% | +2,948.1% | +1,987.3% |
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