+726.9%
PANW vs RVMD
+620.8%
+106.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | +2.0% | -3.6% | +5.5% | +2.5% |
| 30D | -11.8% | -1.1% | -10.7% | -11.7% |
| 3M | +28.6% | +41.0% | -12.4% | +22.3% |
| 6M | +104.4% | +105.7% | -1.3% | +81.6% |
| YTD | +83.8% | +155.3% | -71.5% | +56.2% |
| 1Y | +71.5% | +402.7% | -331.2% | +30.9% |
| 3Y | +172.2% | +533.1% | -360.9% | +93.1% |
| 5Y | +332.2% | +583.5% | -251.3% | +179.9% |
| All | +726.9% | +620.8% | +106.1% | +370.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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