+244.0%
PANW vs SMR
-14.3%
+258.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.7% | +13.4% | -1.2% |
| 7D | -0.8% | -11.2% | +10.5% | -0.1% |
| 30D | -14.6% | -10.2% | -4.3% | -14.1% |
| 3M | +18.3% | -10.0% | +28.3% | +18.5% |
| 6M | +100.5% | -30.5% | +130.9% | +102.7% |
| YTD | +79.5% | -39.2% | +118.7% | +82.1% |
| 1Y | +66.7% | -75.5% | +142.2% | +76.8% |
| 3Y | +161.2% | +45.4% | +115.8% | +135.6% |
| All | +244.0% | -14.3% | +258.3% | +207.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling