+316.7%
PANW vs RDW
-9.1%
+325.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | -0.8% | +0.9% | -1.6% | -0.9% |
| 30D | -14.6% | -21.3% | +6.7% | -12.3% |
| 3M | +18.3% | -37.9% | +56.1% | +23.4% |
| 6M | +100.5% | +12.3% | +88.2% | +91.1% |
| YTD | +79.5% | +39.7% | +39.8% | +63.1% |
| 1Y | +66.7% | +25.7% | +41.0% | +50.7% |
| 3Y | +161.2% | +230.8% | -69.6% | +87.2% |
| All | +316.7% | -9.1% | +325.8% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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