+3,705.5%
PANW vs ROL
+525.4%
+3,180.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +2.0% |
| 7D | -6.9% | -3.4% | -3.5% | -5.8% |
| 30D | -7.4% | -6.9% | -0.4% | -5.1% |
| 3M | +26.5% | -24.6% | +51.1% | +39.0% |
| 6M | +104.2% | -39.5% | +143.7% | +142.9% |
| YTD | +82.9% | -41.1% | +124.1% | +118.7% |
| 1Y | +70.7% | -37.9% | +108.7% | +98.8% |
| 3Y | +170.9% | +0.8% | +170.2% | +153.9% |
| 5Y | +334.1% | -4.7% | +338.8% | +304.9% |
| 10Y | +1,275.6% | +207.9% | +1,067.7% | +568.1% |
| All | +3,705.5% | +525.4% | +3,180.1% | +1,197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling