+3,663.5%
PANW vs SIMO
+2,688.0%
+975.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | -1.4% |
| 7D | -10.3% | +4.2% | -14.5% | -11.2% |
| 30D | -8.1% | +4.1% | -12.2% | -9.7% |
| 3M | +19.3% | -12.9% | +32.2% | +19.7% |
| 6M | +110.2% | +110.3% | -0.2% | +67.7% |
| YTD | +80.9% | +178.6% | -97.7% | +33.5% |
| 1Y | +73.3% | +220.0% | -146.7% | +23.0% |
| 3Y | +174.6% | +409.0% | -234.4% | +70.1% |
| 5Y | +327.1% | +277.3% | +49.7% | +172.7% |
| 10Y | +1,277.3% | +506.6% | +770.7% | +632.7% |
| All | +3,663.5% | +2,688.0% | +975.5% | +1,519.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling