+3,684.3%
PANW vs RIO
+484.6%
+3,199.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +2.0% | +1.0% | +1.1% | +1.8% |
| 30D | -13.0% | +4.0% | -17.0% | -13.9% |
| 3M | +28.6% | +4.5% | +24.1% | +26.9% |
| 6M | +103.0% | +17.3% | +85.6% | +94.2% |
| YTD | +81.9% | +36.2% | +45.7% | +67.1% |
| 1Y | +69.6% | +76.1% | -6.5% | +45.9% |
| 3Y | +169.4% | +102.5% | +66.9% | +121.1% |
| 5Y | +331.0% | +103.5% | +227.5% | +246.2% |
| 10Y | +1,292.3% | +619.2% | +673.1% | +744.0% |
| All | +3,684.3% | +484.6% | +3,199.7% | +2,280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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