+700.4%
PANW vs SITM
+4,789.7%
-4,089.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.9% | -3.3% |
| 7D | -0.8% | +3.9% | -4.6% | -1.5% |
| 30D | -14.6% | -6.6% | -8.0% | -13.9% |
| 3M | +18.3% | -11.9% | +30.2% | +18.8% |
| 6M | +100.5% | +81.1% | +19.3% | +74.1% |
| YTD | +79.5% | +80.0% | -0.5% | +53.6% |
| 1Y | +66.7% | +145.8% | -79.1% | +32.5% |
| 3Y | +161.2% | +475.9% | -314.6% | +60.8% |
| 5Y | +322.2% | +189.2% | +133.0% | +172.4% |
| All | +700.4% | +4,789.7% | -4,089.3% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling