+62.2%
PANW vs ROST
+54.7%
+7.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | +0.9% |
| 7D | -11.8% | +7.8% | -19.6% | -10.0% |
| 30D | -14.4% | +8.6% | -23.0% | -12.5% |
| 3M | -5.0% | -1.9% | -3.1% | -4.6% |
| 6M | +88.6% | +9.1% | +79.4% | +93.8% |
| YTD | +88.9% | +37.2% | +51.7% | +96.7% |
| 1Y | +62.2% | +52.7% | +9.5% | +69.3% |
| All | +62.2% | +54.7% | +7.6% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling