+66.7%
PANW vs SMR
-75.4%
+142.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.7% | +13.4% | -0.8% |
| 7D | -0.8% | -11.2% | +10.5% | +0.1% |
| 30D | -14.6% | -10.2% | -4.3% | -13.9% |
| 3M | +18.3% | -10.0% | +28.3% | +18.6% |
| 6M | +100.5% | -30.5% | +130.9% | +103.3% |
| YTD | +79.5% | -39.2% | +118.7% | +82.9% |
| 1Y | +66.7% | -75.5% | +142.2% | +77.1% |
| All | +66.7% | -75.4% | +142.1% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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