+62.2%
PANW vs RMBS
-18.2%
+80.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | -0.1% |
| 7D | -11.8% | -8.9% | -2.8% | -11.1% |
| 30D | -14.4% | -24.8% | +10.4% | -12.7% |
| 3M | -5.0% | -17.6% | +12.6% | -3.6% |
| 6M | +88.6% | -25.7% | +114.2% | +91.7% |
| YTD | +88.9% | -9.8% | +98.7% | +88.6% |
| 1Y | +62.2% | -17.4% | +79.6% | +62.3% |
| All | +62.2% | -18.2% | +80.4% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling