+4,585.7%
PANW vs ALM
+8,394.4%
-3,808.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | +1.1% |
| 7D | -6.9% | +8.4% | -15.4% | -7.0% |
| 30D | -7.4% | +34.8% | -42.2% | -7.5% |
| 3M | +26.5% | +16.2% | +10.3% | +26.4% |
| 6M | +104.2% | +2.1% | +102.0% | +104.0% |
| YTD | +82.9% | +117.0% | -34.1% | +82.3% |
| 1Y | +70.7% | +313.9% | -243.1% | +69.7% |
| 3Y | +170.9% | +2,327.9% | -2,157.0% | +167.6% |
| 5Y | +334.1% | +1,040.6% | -706.5% | +329.3% |
| 10Y | +1,275.6% | +3,219.4% | -1,943.8% | +1,253.7% |
| All | +4,585.7% | +8,394.4% | -3,808.7% | +4,477.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling