+167.4%
PANW vs ROP
-19.1%
+186.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +2.0% | -8.0% | +10.0% | +5.8% |
| 30D | -11.8% | -2.7% | -9.1% | -10.7% |
| 3M | +28.6% | +16.6% | +12.0% | +17.8% |
| 6M | +104.4% | +10.4% | +94.1% | +92.5% |
| YTD | +83.8% | -12.1% | +95.8% | +97.4% |
| 1Y | +71.5% | -23.6% | +95.2% | +101.2% |
| All | +167.4% | -19.1% | +186.6% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling