+316.7%
PANW vs SM
+108.4%
+208.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -0.8% | +4.6% | -5.3% | -1.3% |
| 30D | -14.6% | +18.2% | -32.8% | -16.4% |
| 3M | +18.3% | +22.5% | -4.2% | +14.8% |
| 6M | +100.5% | +50.6% | +49.9% | +87.9% |
| YTD | +79.5% | +108.1% | -28.6% | +60.0% |
| 1Y | +66.7% | +46.0% | +20.7% | +55.8% |
| 3Y | +161.2% | +2.9% | +158.4% | +146.5% |
| All | +316.7% | +108.4% | +208.3% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling