+714.4%
PANW vs SNOW
+35.3%
+679.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +2.0% | +8.4% | -6.4% | -0.9% |
| 30D | -13.0% | -1.0% | -12.0% | -12.9% |
| 3M | +28.6% | +38.3% | -9.7% | +16.5% |
| 6M | +103.0% | +81.3% | +21.7% | +66.1% |
| YTD | +81.9% | +51.1% | +30.8% | +56.4% |
| 1Y | +69.6% | +47.0% | +22.7% | +46.3% |
| 3Y | +169.4% | +99.7% | +69.7% | +102.6% |
| 5Y | +331.0% | +3.6% | +327.4% | +250.3% |
| All | +714.4% | +35.3% | +679.1% | +515.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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