+976.0%
PANW vs SPOT
+216.9%
+759.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -0.8% | -3.1% | +2.3% | +0.1% |
| 30D | -14.6% | +7.4% | -21.9% | -16.8% |
| 3M | +18.3% | +8.2% | +10.1% | +14.5% |
| 6M | +100.5% | +2.2% | +98.3% | +95.6% |
| YTD | +79.5% | -9.5% | +89.0% | +80.1% |
| 1Y | +66.7% | -23.8% | +90.6% | +75.9% |
| 3Y | +161.2% | +233.5% | -72.2% | +69.6% |
| 5Y | +322.2% | +112.2% | +210.0% | +191.0% |
| All | +976.0% | +216.9% | +759.1% | +523.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling