+1,469.7%
PANW vs SHAK
+35.4%
+1,434.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -2.9% |
| 7D | -0.8% | -8.3% | +7.5% | +0.6% |
| 30D | -14.6% | -12.6% | -1.9% | -12.7% |
| 3M | +18.3% | +9.1% | +9.2% | +15.6% |
| 6M | +100.5% | -31.2% | +131.7% | +108.6% |
| YTD | +79.5% | -21.6% | +101.1% | +81.3% |
| 1Y | +66.7% | -38.8% | +105.5% | +76.1% |
| 3Y | +161.2% | +0.6% | +160.6% | +142.2% |
| 5Y | +322.2% | -22.5% | +344.7% | +294.2% |
| 10Y | +1,273.8% | +85.3% | +1,188.5% | +927.4% |
| All | +1,469.7% | +35.4% | +1,434.2% | +1,121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling