+3,722.6%
PANW vs ROST
+658.9%
+3,063.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +2.0% | -2.5% | +4.5% | +2.7% |
| 30D | -11.8% | -10.3% | -1.5% | -9.1% |
| 3M | +28.6% | -2.6% | +31.2% | +28.9% |
| 6M | +104.4% | +6.5% | +97.9% | +98.2% |
| YTD | +83.8% | +25.9% | +57.8% | +68.6% |
| 1Y | +71.5% | +52.3% | +19.2% | +47.6% |
| 3Y | +172.2% | +94.6% | +77.6% | +114.6% |
| 5Y | +332.2% | +111.1% | +221.1% | +223.1% |
| 10Y | +1,306.4% | +308.9% | +997.5% | +695.5% |
| All | +3,722.6% | +658.9% | +3,063.7% | +1,712.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling