+1,248.2%
PANW vs SAP
+176.2%
+1,072.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -0.8% | -4.1% | +3.3% | +1.1% |
| 30D | -14.6% | +1.1% | -15.6% | -14.9% |
| 3M | +18.3% | +26.1% | -7.8% | +5.2% |
| 6M | +100.5% | +9.8% | +90.7% | +89.7% |
| YTD | +79.5% | -13.6% | +93.1% | +89.1% |
| 1Y | +66.7% | -18.7% | +85.4% | +80.6% |
| 3Y | +161.2% | +54.1% | +107.1% | +106.2% |
| 5Y | +322.2% | +54.7% | +267.5% | +222.7% |
| All | +1,248.2% | +176.2% | +1,072.1% | +687.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling