+161.2%
PANW vs SSNC
+49.3%
+112.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.1% |
| 7D | -0.8% | -4.0% | +3.3% | +1.0% |
| 30D | -14.6% | +0.5% | -15.1% | -14.9% |
| 3M | +18.3% | +18.9% | -0.6% | +8.1% |
| 6M | +100.5% | +10.8% | +89.6% | +89.8% |
| YTD | +79.5% | -7.1% | +86.6% | +86.6% |
| 1Y | +66.7% | -9.6% | +76.3% | +75.9% |
| 3Y | +161.2% | +51.1% | +110.2% | +127.8% |
| All | +161.2% | +49.3% | +112.0% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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