+3,539.1%
PANW vs RL
+231.7%
+3,307.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | +2.7% | +2.6% | +0.1% | +2.0% |
| 30D | -14.1% | +2.9% | -17.0% | -14.7% |
| 3M | -18.6% | 0.0% | -18.6% | -18.7% |
| 6M | +41.5% | +17.1% | +24.4% | +35.0% |
| YTD | +74.9% | +10.1% | +64.8% | +68.1% |
| 1Y | +57.4% | +17.3% | +40.0% | +48.6% |
| 3Y | +152.1% | +249.3% | -97.2% | +76.1% |
| 5Y | +275.3% | +240.9% | +34.4% | +158.0% |
| 10Y | +1,139.3% | +337.3% | +802.0% | +654.3% |
| All | +3,539.1% | +231.7% | +3,307.3% | +2,273.6% |
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 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