+167.4%
PANW vs SAP
+53.9%
+113.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | +2.0% | -5.1% | +7.1% | +4.5% |
| 30D | -11.8% | -1.8% | -10.0% | -10.9% |
| 3M | +28.6% | +20.9% | +7.7% | +17.0% |
| 6M | +104.4% | +7.0% | +97.4% | +97.6% |
| YTD | +83.8% | -13.7% | +97.5% | +97.1% |
| 1Y | +71.5% | -19.6% | +91.1% | +90.8% |
| All | +167.4% | +53.9% | +113.6% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling