+3,684.3%
PANW vs SM
-18.3%
+3,702.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -13.0% | +20.3% | -33.3% | -14.5% |
| 3M | +28.6% | +22.9% | +5.7% | +25.7% |
| 6M | +103.0% | +47.8% | +55.1% | +94.3% |
| YTD | +81.9% | +107.5% | -25.5% | +68.5% |
| 1Y | +69.6% | +51.7% | +17.9% | +61.2% |
| 3Y | +169.4% | -0.9% | +170.3% | +161.5% |
| 5Y | +331.0% | +112.2% | +218.7% | +283.7% |
| 10Y | +1,292.3% | +20.3% | +1,272.0% | +963.4% |
| All | +3,684.3% | -18.3% | +3,702.6% | +2,766.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling