+3,722.6%
PANW vs SHEL
+184.3%
+3,538.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +2.0% | +3.9% | -2.0% | +1.0% |
| 30D | -11.8% | +7.0% | -18.8% | -13.4% |
| 3M | +28.6% | +12.5% | +16.1% | +24.4% |
| 6M | +104.4% | +14.8% | +89.7% | +96.2% |
| YTD | +83.8% | +34.2% | +49.6% | +68.6% |
| 1Y | +71.5% | +37.0% | +34.5% | +56.3% |
| 3Y | +172.2% | +70.9% | +101.3% | +131.3% |
| 5Y | +332.2% | +192.5% | +139.7% | +208.1% |
| 10Y | +1,306.4% | +208.5% | +1,097.9% | +810.0% |
| All | +3,722.6% | +184.3% | +3,538.3% | +2,332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling