+66.7%
PANW vs SO
-1.6%
+68.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.7% |
| 7D | -0.8% | -1.1% | +0.3% | -1.4% |
| 30D | -14.6% | -5.0% | -9.6% | -16.9% |
| 3M | +18.3% | -5.8% | +24.1% | +14.6% |
| 6M | +100.5% | -7.9% | +108.4% | +94.2% |
| YTD | +79.5% | +2.4% | +77.1% | +83.5% |
| 1Y | +66.7% | -2.3% | +69.0% | +69.3% |
| All | +66.7% | -1.6% | +68.4% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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