+1,248.2%
PANW vs ROP
+135.6%
+1,112.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.8% | -4.6% | +3.8% | +1.6% |
| 30D | -14.6% | -1.7% | -12.9% | -13.9% |
| 3M | +18.3% | +17.1% | +1.2% | +7.4% |
| 6M | +100.5% | +10.9% | +89.6% | +87.4% |
| YTD | +79.5% | -12.1% | +91.6% | +89.5% |
| 1Y | +66.7% | -24.2% | +91.0% | +90.7% |
| 3Y | +161.2% | -20.4% | +181.6% | +189.8% |
| 5Y | +322.2% | -15.4% | +337.6% | +349.1% |
| All | +1,248.2% | +135.6% | +1,112.6% | +797.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling