+3,634.0%
PANW vs SRE
+265.0%
+3,369.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -14.6% | -3.0% | -11.6% | -14.1% |
| 3M | +18.3% | -8.3% | +26.6% | +20.5% |
| 6M | +100.5% | -8.9% | +109.4% | +103.8% |
| YTD | +79.5% | -4.3% | +83.8% | +79.8% |
| 1Y | +66.7% | +2.7% | +64.0% | +63.5% |
| 3Y | +161.2% | +28.7% | +132.6% | +135.7% |
| 5Y | +322.2% | +47.1% | +275.1% | +264.2% |
| 10Y | +1,273.8% | +121.7% | +1,152.1% | +955.9% |
| All | +3,634.0% | +265.0% | +3,369.0% | +2,546.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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