+3,684.3%
PANW vs SBAC
+265.6%
+3,418.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | +2.0% | +0.2% | +1.8% | +2.0% |
| 30D | -13.0% | +3.9% | -16.8% | -13.9% |
| 3M | +28.6% | -8.2% | +36.8% | +31.1% |
| 6M | +103.0% | -2.8% | +105.8% | +100.9% |
| YTD | +81.9% | -1.5% | +83.5% | +78.8% |
| 1Y | +69.6% | 0.0% | +69.6% | +65.6% |
| 3Y | +169.4% | -8.4% | +177.8% | +161.0% |
| 5Y | +331.0% | -43.5% | +374.5% | +393.9% |
| 10Y | +1,292.3% | +86.9% | +1,205.4% | +802.3% |
| All | +3,684.3% | +265.6% | +3,418.7% | +1,940.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling