+3,684.3%
PANW vs SGI
+957.2%
+2,727.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | -0.1% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | -13.0% | +5.5% | -18.5% | -14.3% |
| 3M | +28.6% | -3.6% | +32.2% | +29.2% |
| 6M | +103.0% | -15.0% | +118.0% | +107.8% |
| YTD | +81.9% | -23.0% | +105.0% | +89.8% |
| 1Y | +69.6% | -18.4% | +88.0% | +73.9% |
| 3Y | +169.4% | +57.8% | +111.7% | +132.9% |
| 5Y | +331.0% | +51.5% | +279.5% | +262.8% |
| 10Y | +1,292.3% | +275.2% | +1,017.1% | +765.0% |
| All | +3,684.3% | +957.2% | +2,727.1% | +1,749.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling