+1,248.2%
PANW vs SBAC
+87.1%
+1,161.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.8% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | -14.6% | +2.0% | -16.6% | -14.9% |
| 3M | +18.3% | -8.3% | +26.6% | +20.1% |
| 6M | +100.5% | +0.3% | +100.2% | +97.2% |
| YTD | +79.5% | -2.2% | +81.7% | +77.3% |
| 1Y | +66.7% | -4.6% | +71.3% | +65.5% |
| 3Y | +161.2% | -8.3% | +169.5% | +154.3% |
| 5Y | +322.2% | -42.8% | +365.0% | +374.2% |
| All | +1,248.2% | +87.1% | +1,161.1% | +1,014.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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