+3,705.5%
PANW vs SAN
+439.6%
+3,265.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -6.9% | +3.3% | -10.3% | -7.7% |
| 30D | -7.4% | +1.1% | -8.5% | -7.7% |
| 3M | +26.5% | +22.2% | +4.3% | +20.4% |
| 6M | +104.2% | +36.0% | +68.2% | +88.5% |
| YTD | +82.9% | +28.2% | +54.7% | +70.4% |
| 1Y | +70.7% | +54.1% | +16.6% | +51.6% |
| 3Y | +170.9% | +354.2% | -183.3% | +81.4% |
| 5Y | +334.1% | +387.3% | -53.2% | +177.2% |
| 10Y | +1,275.6% | +334.8% | +940.8% | +742.2% |
| All | +3,705.5% | +439.6% | +3,265.9% | +2,501.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling