+161.2%
PANW vs SHEL
+70.5%
+90.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.4% |
| 7D | -0.8% | +4.1% | -4.9% | -1.3% |
| 30D | -14.6% | +8.4% | -22.9% | -15.4% |
| 3M | +18.3% | +13.7% | +4.6% | +16.6% |
| 6M | +100.5% | +12.7% | +87.8% | +97.4% |
| YTD | +79.5% | +35.3% | +44.2% | +69.8% |
| 1Y | +66.7% | +39.4% | +27.4% | +56.5% |
| 3Y | +161.2% | +71.5% | +89.8% | +136.0% |
| All | +161.2% | +70.5% | +90.7% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 3y: compounded portfolio wealth divided by compounded SHEL 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…
3y analysis · Full analysis span regression · 6 months rolling