+3,705.5%
PANW vs SAP
+327.2%
+3,378.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.9% |
| 7D | -6.9% | -0.3% | -6.7% | -6.8% |
| 30D | -7.4% | +2.6% | -10.0% | -8.4% |
| 3M | +26.5% | +16.3% | +10.3% | +16.4% |
| 6M | +104.2% | +6.4% | +97.8% | +95.7% |
| YTD | +82.9% | -11.4% | +94.4% | +90.4% |
| 1Y | +70.7% | -20.4% | +91.1% | +87.0% |
| 3Y | +170.9% | +56.5% | +114.4% | +110.2% |
| 5Y | +334.1% | +56.8% | +277.3% | +227.7% |
| 10Y | +1,275.6% | +176.2% | +1,099.4% | +622.2% |
| All | +3,705.5% | +327.2% | +3,378.4% | +1,577.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling