+3,705.5%
PANW vs SHW
+752.6%
+2,952.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.0% |
| 7D | -6.9% | -1.2% | -5.8% | -6.5% |
| 30D | -7.4% | -11.6% | +4.2% | -2.9% |
| 3M | +26.5% | +9.1% | +17.4% | +21.6% |
| 6M | +104.2% | -0.7% | +104.8% | +102.3% |
| YTD | +82.9% | +1.4% | +81.6% | +78.7% |
| 1Y | +70.7% | -12.3% | +83.0% | +76.8% |
| 3Y | +170.9% | +23.4% | +147.6% | +139.2% |
| 5Y | +334.1% | +15.0% | +319.1% | +285.0% |
| 10Y | +1,275.6% | +278.3% | +997.3% | +578.3% |
| All | +3,705.5% | +752.6% | +2,952.9% | +1,282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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