+1,248.2%
PANW vs RL
+311.3%
+936.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -0.8% | -3.4% | +2.7% | 0.0% |
| 30D | -14.6% | -14.4% | -0.1% | -11.3% |
| 3M | +18.3% | -13.6% | +31.9% | +22.1% |
| 6M | +100.5% | +0.6% | +99.9% | +97.6% |
| YTD | +79.5% | -3.6% | +83.1% | +78.4% |
| 1Y | +66.7% | +8.3% | +58.4% | +60.4% |
| 3Y | +161.2% | +204.8% | -43.5% | +89.6% |
| 5Y | +322.2% | +232.9% | +89.2% | +193.3% |
| All | +1,248.2% | +311.3% | +936.9% | +752.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling