+62.2%
PANW vs SITM
+47.5%
+14.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.7% | -0.1% |
| 7D | -11.8% | -19.5% | +7.8% | -10.8% |
| 30D | -14.4% | -43.2% | +28.8% | -12.4% |
| 3M | -5.0% | -30.8% | +25.8% | -4.0% |
| 6M | +88.6% | -28.6% | +117.2% | +90.4% |
| YTD | +88.9% | +14.2% | +74.8% | +90.5% |
| 1Y | +62.2% | +44.4% | +17.9% | +58.6% |
| All | +62.2% | +47.5% | +14.7% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling