+161.2%
PANW vs SPYM
+77.4%
+83.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -3.4% |
| 7D | -0.8% | -0.8% | 0.0% | +0.2% |
| 30D | -14.6% | -1.1% | -13.5% | -13.3% |
| 3M | +18.3% | +3.9% | +14.4% | +13.1% |
| 6M | +100.5% | +13.6% | +86.9% | +72.0% |
| YTD | +79.5% | +12.7% | +66.8% | +55.3% |
| 1Y | +66.7% | +17.6% | +49.1% | +37.0% |
| 3Y | +161.2% | +77.2% | +84.0% | +26.2% |
| All | +161.2% | +77.4% | +83.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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