+103.0%
PANW vs ROST
+7.9%
+95.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -1.0% |
| 7D | +2.0% | -2.2% | +4.2% | +1.5% |
| 30D | -13.0% | -11.4% | -1.5% | -15.3% |
| 3M | +28.6% | -1.6% | +30.3% | +29.8% |
| 6M | +103.0% | +6.8% | +96.1% | +103.5% |
| All | +103.0% | +7.9% | +95.0% | +103.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling