+1,248.2%
PANW vs SHAK
+87.2%
+1,161.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -2.9% |
| 7D | -0.8% | -8.3% | +7.5% | +0.7% |
| 30D | -14.6% | -12.6% | -1.9% | -12.6% |
| 3M | +18.3% | +9.1% | +9.2% | +15.4% |
| 6M | +100.5% | -31.2% | +131.7% | +109.1% |
| YTD | +79.5% | -21.6% | +101.1% | +81.3% |
| 1Y | +66.7% | -38.8% | +105.5% | +76.8% |
| 3Y | +161.2% | +0.6% | +160.6% | +139.7% |
| 5Y | +322.2% | -22.5% | +344.7% | +289.3% |
| All | +1,248.2% | +87.2% | +1,161.0% | +904.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling