+316.7%
PANW vs SFM
+213.6%
+103.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -0.8% | -10.6% | +9.8% | +0.6% |
| 30D | -14.6% | -15.5% | +0.9% | -12.9% |
| 3M | +18.3% | -17.4% | +35.7% | +20.7% |
| 6M | +100.5% | -3.4% | +103.9% | +98.6% |
| YTD | +79.5% | -8.7% | +88.2% | +79.0% |
| 1Y | +66.7% | -47.2% | +113.9% | +81.8% |
| 3Y | +161.2% | +82.7% | +78.5% | +141.5% |
| All | +316.7% | +213.6% | +103.1% | +286.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling