+332.2%
PANW vs RL
+223.8%
+108.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +2.0% | -2.2% | +4.2% | +2.6% |
| 30D | -11.8% | -15.3% | +3.5% | -7.5% |
| 3M | +28.6% | -10.3% | +38.9% | +32.1% |
| 6M | +104.4% | -2.2% | +106.7% | +102.1% |
| YTD | +83.8% | -4.3% | +88.1% | +82.3% |
| 1Y | +71.5% | +8.9% | +62.7% | +62.4% |
| 3Y | +172.2% | +201.4% | -29.3% | +76.0% |
| 5Y | +332.2% | +230.6% | +101.6% | +166.0% |
| All | +332.2% | +223.8% | +108.4% | +166.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling