+332.2%
PANW vs ALM
+856.4%
-524.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.6% | +10.6% | +1.2% |
| 7D | +2.0% | -7.1% | +9.1% | +2.1% |
| 30D | -11.8% | +24.7% | -36.5% | -12.3% |
| 3M | +28.6% | +8.3% | +20.3% | +28.0% |
| 6M | +104.4% | -22.2% | +126.6% | +104.2% |
| YTD | +83.8% | +88.1% | -4.3% | +79.0% |
| 1Y | +71.5% | +272.4% | -200.8% | +63.8% |
| 3Y | +172.2% | +2,004.1% | -1,832.0% | +152.1% |
| 5Y | +332.2% | +915.8% | -583.6% | +309.1% |
| All | +332.2% | +856.4% | -524.2% | +309.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling