+3,705.5%
PANW vs RL
+197.3%
+3,508.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -6.9% | +1.9% | -8.8% | -7.3% |
| 30D | -7.4% | -12.2% | +4.8% | -4.4% |
| 3M | +26.5% | -6.6% | +33.2% | +28.2% |
| 6M | +104.2% | +3.2% | +101.0% | +100.0% |
| YTD | +82.9% | -1.3% | +84.2% | +80.8% |
| 1Y | +70.7% | +13.6% | +57.1% | +62.2% |
| 3Y | +170.9% | +210.9% | -39.9% | +94.8% |
| 5Y | +334.1% | +246.9% | +87.3% | +197.1% |
| 10Y | +1,275.6% | +310.1% | +965.5% | +749.7% |
| All | +3,705.5% | +197.3% | +3,508.2% | +2,452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling