+3,705.5%
PANW vs ROP
+349.0%
+3,356.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.6% |
| 7D | -6.9% | -5.4% | -1.5% | -4.2% |
| 30D | -7.4% | -1.6% | -5.7% | -6.6% |
| 3M | +26.5% | +18.8% | +7.7% | +13.9% |
| 6M | +104.2% | +8.2% | +96.0% | +93.3% |
| YTD | +82.9% | -10.5% | +93.4% | +91.1% |
| 1Y | +70.7% | -23.7% | +94.5% | +94.4% |
| 3Y | +170.9% | -17.9% | +188.8% | +195.3% |
| 5Y | +334.1% | -15.3% | +349.5% | +361.8% |
| 10Y | +1,275.6% | +133.4% | +1,142.2% | +718.3% |
| All | +3,705.5% | +349.0% | +3,356.6% | +1,917.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling