+316.7%
PANW vs RMBS
+265.4%
+51.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.7% |
| 7D | -0.8% | +1.8% | -2.6% | -1.2% |
| 30D | -14.6% | -13.9% | -0.7% | -12.0% |
| 3M | +18.3% | -39.8% | +58.1% | +29.6% |
| 6M | +100.5% | -6.0% | +106.5% | +92.6% |
| YTD | +79.5% | -5.4% | +84.9% | +69.0% |
| 1Y | +66.7% | -1.8% | +68.5% | +52.4% |
| 3Y | +161.2% | +53.7% | +107.6% | +90.4% |
| All | +316.7% | +265.4% | +51.3% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling