+66.7%
PANW vs SGI
-21.0%
+87.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.3% |
| 7D | -0.8% | -4.5% | +3.7% | -0.7% |
| 30D | -14.6% | +4.2% | -18.7% | -14.6% |
| 3M | +18.3% | -7.4% | +25.7% | +19.1% |
| 6M | +100.5% | -15.1% | +115.5% | +99.6% |
| YTD | +79.5% | -24.7% | +104.2% | +80.6% |
| 1Y | +66.7% | -21.8% | +88.5% | +72.0% |
| All | +66.7% | -21.0% | +87.7% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling