+1,248.2%
PANW vs SLV
+224.3%
+1,023.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -0.8% | -2.8% | +2.1% | -0.5% |
| 30D | -14.6% | -1.6% | -13.0% | -14.4% |
| 3M | +18.3% | -4.4% | +22.7% | +18.7% |
| 6M | +100.5% | -25.4% | +125.9% | +106.3% |
| YTD | +79.5% | -9.8% | +89.3% | +76.2% |
| 1Y | +66.7% | +53.8% | +12.9% | +50.0% |
| 3Y | +161.2% | +174.7% | -13.4% | +111.8% |
| 5Y | +322.2% | +164.3% | +157.9% | +239.7% |
| All | +1,248.2% | +224.3% | +1,023.9% | +817.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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