+332.2%
PANW vs ROL
-4.5%
+336.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +2.0% | -3.2% | +5.2% | +2.7% |
| 30D | -11.8% | -6.6% | -5.2% | -10.6% |
| 3M | +28.6% | -27.3% | +55.9% | +37.6% |
| 6M | +104.4% | -38.1% | +142.5% | +127.9% |
| YTD | +83.8% | -41.8% | +125.5% | +107.5% |
| 1Y | +71.5% | -37.8% | +109.3% | +89.2% |
| 3Y | +172.2% | -0.3% | +172.5% | +155.6% |
| 5Y | +332.2% | -5.1% | +337.3% | +277.5% |
| All | +332.2% | -4.5% | +336.7% | +277.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling