+316.7%
PANW vs ROK
+47.1%
+269.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.9% |
| 7D | -0.8% | -1.2% | +0.5% | -0.4% |
| 30D | -14.6% | -4.8% | -9.8% | -13.1% |
| 3M | +18.3% | -6.1% | +24.4% | +20.3% |
| 6M | +100.5% | +15.5% | +85.0% | +87.4% |
| YTD | +79.5% | +11.2% | +68.3% | +69.3% |
| 1Y | +66.7% | +23.8% | +42.9% | +50.4% |
| 3Y | +161.2% | +53.1% | +108.1% | +106.9% |
| All | +316.7% | +47.1% | +269.6% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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