+316.7%
PANW vs RNG
-68.4%
+385.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -0.8% | -6.1% | +5.3% | +0.5% |
| 30D | -14.6% | +9.6% | -24.2% | -16.3% |
| 3M | +18.3% | +83.3% | -65.0% | +2.4% |
| 6M | +100.5% | +77.9% | +22.5% | +73.8% |
| YTD | +79.5% | +139.9% | -60.4% | +43.2% |
| 1Y | +66.7% | +121.7% | -54.9% | +34.9% |
| 3Y | +161.2% | +121.9% | +39.4% | +101.8% |
| All | +316.7% | -68.4% | +385.0% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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