+161.2%
PANW vs ROST
+98.0%
+63.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -14.6% | -6.9% | -7.7% | -13.3% |
| 3M | +18.3% | -3.3% | +21.6% | +19.0% |
| 6M | +100.5% | +9.0% | +91.4% | +93.5% |
| YTD | +79.5% | +28.9% | +50.6% | +62.8% |
| 1Y | +66.7% | +54.0% | +12.7% | +40.5% |
| 3Y | +161.2% | +100.7% | +60.5% | +90.9% |
| All | +161.2% | +98.0% | +63.3% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling