+66.7%
PANW vs ROL
-37.8%
+104.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.2% |
| 7D | -0.8% | -3.2% | +2.4% | -1.3% |
| 30D | -14.6% | -4.9% | -9.7% | -15.2% |
| 3M | +18.3% | -25.8% | +44.1% | +14.1% |
| 6M | +100.5% | -37.6% | +138.0% | +93.5% |
| YTD | +79.5% | -41.5% | +121.0% | +73.4% |
| 1Y | +66.7% | -39.5% | +106.2% | +60.6% |
| All | +66.7% | -37.8% | +104.5% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling