+1,226.0%
PANW vs SE
+553.8%
+672.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -0.8% | -5.2% | +4.4% | +0.3% |
| 30D | -14.6% | -17.1% | +2.5% | -11.4% |
| 3M | +18.3% | +24.0% | -5.7% | +12.1% |
| 6M | +100.5% | +21.0% | +79.5% | +89.6% |
| YTD | +79.5% | -16.7% | +96.2% | +82.4% |
| 1Y | +66.7% | -45.9% | +112.7% | +85.4% |
| 3Y | +161.2% | +177.8% | -16.6% | +96.6% |
| 5Y | +322.2% | -67.4% | +389.6% | +357.6% |
| All | +1,226.0% | +553.8% | +672.3% | +627.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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