+3,684.3%
PANW vs RVTY
+421.8%
+3,262.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | +0.4% |
| 7D | +2.0% | -5.4% | +7.4% | +4.2% |
| 30D | -13.0% | +6.7% | -19.7% | -15.5% |
| 3M | +28.6% | +19.0% | +9.6% | +19.0% |
| 6M | +103.0% | +34.6% | +68.3% | +76.7% |
| YTD | +81.9% | +28.3% | +53.7% | +60.5% |
| 1Y | +69.6% | +46.0% | +23.6% | +40.4% |
| 3Y | +169.4% | +16.9% | +152.6% | +131.0% |
| 5Y | +331.0% | -32.9% | +363.9% | +376.8% |
| 10Y | +1,292.3% | +141.6% | +1,150.7% | +620.7% |
| All | +3,684.3% | +421.8% | +3,262.5% | +1,591.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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