+161.2%
PANW vs SPMO
+155.8%
+5.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.7% |
| 7D | -0.8% | -0.9% | +0.2% | -0.1% |
| 30D | -14.6% | -1.9% | -12.6% | -13.3% |
| 3M | +18.3% | -1.4% | +19.6% | +18.1% |
| 6M | +100.5% | +25.5% | +75.0% | +59.8% |
| YTD | +79.5% | +24.8% | +54.7% | +43.4% |
| 1Y | +66.7% | +24.5% | +42.2% | +33.5% |
| 3Y | +161.2% | +157.1% | +4.1% | -5.3% |
| All | +161.2% | +155.8% | +5.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling