+167.4%
PANW vs SFM
+80.7%
+86.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.2% |
| 7D | +2.0% | -8.8% | +10.7% | +3.3% |
| 30D | -11.8% | -14.5% | +2.6% | -10.0% |
| 3M | +28.6% | -16.8% | +45.4% | +31.5% |
| 6M | +104.4% | -5.3% | +109.8% | +102.2% |
| YTD | +83.8% | -9.4% | +93.1% | +82.9% |
| 1Y | +71.5% | -46.2% | +117.7% | +94.4% |
| All | +167.4% | +80.7% | +86.8% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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