+3,634.0%
PANW vs RRX
+199.5%
+3,434.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -3.4% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -14.6% | -6.1% | -8.4% | -13.2% |
| 3M | +18.3% | -23.1% | +41.3% | +25.8% |
| 6M | +100.5% | -19.5% | +120.0% | +106.5% |
| YTD | +79.5% | +16.1% | +63.4% | +61.7% |
| 1Y | +66.7% | +12.9% | +53.8% | +50.3% |
| 3Y | +161.2% | +7.9% | +153.3% | +125.9% |
| 5Y | +322.2% | +19.1% | +303.1% | +242.7% |
| 10Y | +1,273.8% | +225.8% | +1,048.0% | +610.5% |
| All | +3,634.0% | +199.5% | +3,434.5% | +1,912.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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