+1,248.2%
PANW vs SHOP
+3,113.3%
-1,865.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.8% |
| 7D | -0.8% | -11.2% | +10.5% | +2.4% |
| 30D | -14.6% | -14.4% | -0.2% | -11.0% |
| 3M | +18.3% | +16.6% | +1.7% | +11.7% |
| 6M | +100.5% | -0.6% | +101.0% | +96.1% |
| YTD | +79.5% | -20.0% | +99.5% | +84.8% |
| 1Y | +66.7% | -11.2% | +77.9% | +65.5% |
| 3Y | +161.2% | +99.5% | +61.7% | +93.0% |
| 5Y | +322.2% | -13.2% | +335.4% | +252.4% |
| All | +1,248.2% | +3,113.3% | -1,865.1% | +320.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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