+1,248.2%
PANW vs SIMO
+605.2%
+643.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.2% | -9.6% | -3.8% |
| 7D | -0.8% | +11.0% | -11.8% | -3.1% |
| 30D | -14.6% | +17.9% | -32.5% | -18.0% |
| 3M | +18.3% | +3.9% | +14.4% | +14.3% |
| 6M | +100.5% | +131.0% | -30.5% | +54.9% |
| YTD | +79.5% | +209.3% | -129.8% | +26.8% |
| 1Y | +66.7% | +223.8% | -157.0% | +15.7% |
| 3Y | +161.2% | +479.2% | -318.0% | +50.8% |
| 5Y | +322.2% | +316.0% | +6.2% | +153.9% |
| All | +1,248.2% | +605.2% | +643.1% | +548.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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