+316.7%
PANW vs SGI
+47.3%
+269.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.6% |
| 7D | -0.8% | -4.5% | +3.7% | +0.3% |
| 30D | -14.6% | +4.2% | -18.7% | -15.7% |
| 3M | +18.3% | -7.4% | +25.7% | +20.2% |
| 6M | +100.5% | -15.1% | +115.5% | +105.9% |
| YTD | +79.5% | -24.7% | +104.2% | +89.8% |
| 1Y | +66.7% | -21.8% | +88.5% | +73.5% |
| 3Y | +161.2% | +50.0% | +111.2% | +118.0% |
| All | +316.7% | +47.3% | +269.4% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling