+1,248.2%
PANW vs STLA
+55.1%
+1,193.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.9% |
| 7D | -0.8% | -2.9% | +2.1% | -0.1% |
| 30D | -14.6% | +0.9% | -15.5% | -14.9% |
| 3M | +18.3% | -21.6% | +39.9% | +24.9% |
| 6M | +100.5% | -21.6% | +122.1% | +110.0% |
| YTD | +79.5% | -50.4% | +129.9% | +107.6% |
| 1Y | +66.7% | -43.6% | +110.3% | +85.0% |
| 3Y | +161.2% | -66.4% | +227.6% | +217.4% |
| 5Y | +322.2% | -62.3% | +384.5% | +381.0% |
| All | +1,248.2% | +55.1% | +1,193.1% | +962.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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