+3,634.0%
PANW vs ROK
+772.0%
+2,862.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.0% |
| 7D | -0.8% | -1.2% | +0.5% | -0.3% |
| 30D | -14.6% | -4.8% | -9.8% | -13.0% |
| 3M | +18.3% | -6.1% | +24.4% | +20.5% |
| 6M | +100.5% | +15.5% | +85.0% | +86.6% |
| YTD | +79.5% | +11.2% | +68.3% | +68.6% |
| 1Y | +66.7% | +23.8% | +42.9% | +49.6% |
| 3Y | +161.2% | +53.1% | +108.1% | +106.6% |
| 5Y | +322.2% | +48.3% | +273.9% | +228.7% |
| 10Y | +1,273.8% | +357.4% | +916.4% | +505.6% |
| All | +3,634.0% | +772.0% | +2,862.0% | +1,490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling