+73.3%
PANW vs SARO
-7.4%
+80.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -10.3% | -0.8% | -9.5% | -10.2% |
| 30D | -8.1% | -20.0% | +11.9% | -4.2% |
| 3M | +19.3% | -2.9% | +22.2% | +20.9% |
| 6M | +110.2% | -17.7% | +127.8% | +119.2% |
| YTD | +80.9% | -13.5% | +94.4% | +83.5% |
| 1Y | +73.3% | -9.7% | +83.0% | +70.7% |
| All | +73.3% | -7.4% | +80.6% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling