+167.4%
PANW vs SBAC
-11.3%
+178.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.9% | +0.9% |
| 7D | +2.0% | -5.3% | +7.2% | +1.8% |
| 30D | -11.8% | +0.4% | -12.2% | -11.8% |
| 3M | +28.6% | -11.9% | +40.5% | +28.3% |
| 6M | +104.4% | -4.5% | +108.9% | +102.5% |
| YTD | +83.8% | -4.3% | +88.1% | +82.0% |
| 1Y | +71.5% | -3.9% | +75.4% | +70.0% |
| All | +167.4% | -11.3% | +178.8% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling