+1,248.2%
PANW vs ALM
+2,589.2%
-1,341.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -2.1% |
| 7D | -0.8% | -11.8% | +11.1% | -0.5% |
| 30D | -14.6% | +7.8% | -22.4% | -14.8% |
| 3M | +18.3% | -9.3% | +27.5% | +18.3% |
| 6M | +100.5% | -30.5% | +131.0% | +101.1% |
| YTD | +79.5% | +75.8% | +3.7% | +74.7% |
| 1Y | +66.7% | +241.2% | -174.5% | +58.5% |
| 3Y | +161.2% | +1,872.6% | -1,711.4% | +132.3% |
| 5Y | +322.2% | +849.6% | -527.4% | +280.5% |
| All | +1,248.2% | +2,589.2% | -1,341.0% | +1,073.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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