+104.4%
PANW vs SHEL
+14.1%
+90.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.1% |
| 7D | +2.0% | +3.9% | -2.0% | +2.9% |
| 30D | -11.8% | +7.0% | -18.8% | -10.2% |
| 3M | +28.6% | +12.5% | +16.1% | +34.9% |
| 6M | +104.4% | +14.8% | +89.7% | +112.3% |
| All | +104.4% | +14.1% | +90.3% | +112.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling