+446.3%
PANW vs RDW
-0.7%
+447.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 3M | +18.3% | -37.9% | +56.1% | +23.4% |
| 6M | +100.5% | +12.3% | +88.2% | +91.2% |
| YTD | +79.5% | +39.7% | +39.8% | +63.3% |
| 1Y | +66.7% | +25.7% | +41.0% | +50.9% |
| 3Y | +161.2% | +230.8% | -69.6% | +88.5% |
| 5Y | +322.2% | -8.8% | +331.0% | +216.4% |
| All | +446.3% | -0.7% | +447.0% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling