+273.2%
PANW vs RL
+239.2%
+34.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | +2.7% | +2.6% | +0.1% | +1.9% |
| 30D | -14.1% | +2.9% | -17.0% | -14.8% |
| 3M | -18.6% | 0.0% | -18.6% | -18.7% |
| 6M | +41.5% | +17.1% | +24.4% | +33.3% |
| YTD | +74.9% | +10.1% | +64.8% | +66.2% |
| 1Y | +57.4% | +17.3% | +40.0% | +45.9% |
| 3Y | +152.1% | +249.3% | -97.2% | +50.5% |
| All | +273.2% | +239.2% | +34.0% | +110.6% |
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