+4,262.0%
PANW vs RNG
+302.4%
+3,959.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +2.0% | -9.6% | +11.6% | +4.5% |
| 30D | -11.8% | +8.8% | -20.6% | -13.8% |
| 3M | +28.6% | +78.6% | -50.0% | +8.9% |
| 6M | +104.4% | +70.3% | +34.1% | +74.0% |
| YTD | +83.8% | +140.3% | -56.6% | +39.7% |
| 1Y | +71.5% | +126.6% | -55.1% | +31.9% |
| 3Y | +172.2% | +120.2% | +52.0% | +99.2% |
| 5Y | +332.2% | -68.3% | +400.5% | +389.1% |
| 10Y | +1,306.4% | +220.6% | +1,085.8% | +543.8% |
| All | +4,262.0% | +302.4% | +3,959.6% | +1,698.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling