+167.4%
PANW vs SAN
+342.3%
-174.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | +2.0% | -2.8% | +4.8% | +2.6% |
| 30D | -11.8% | -0.5% | -11.3% | -11.8% |
| 3M | +28.6% | +22.7% | +5.9% | +23.3% |
| 6M | +104.4% | +28.8% | +75.6% | +93.0% |
| YTD | +83.8% | +26.3% | +57.5% | +73.4% |
| 1Y | +71.5% | +48.8% | +22.7% | +54.8% |
| All | +167.4% | +342.3% | -174.9% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling