+332.2%
PANW vs STLA
-63.7%
+395.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +2.0% | -3.8% | +5.8% | +2.8% |
| 30D | -11.8% | -3.1% | -8.7% | -11.3% |
| 3M | +28.6% | -19.6% | +48.2% | +34.4% |
| 6M | +104.4% | -23.5% | +127.9% | +114.2% |
| YTD | +83.8% | -51.5% | +135.3% | +111.6% |
| 1Y | +71.5% | -39.7% | +111.2% | +84.5% |
| 3Y | +172.2% | -66.3% | +238.5% | +221.2% |
| 5Y | +332.2% | -63.1% | +395.4% | +346.7% |
| All | +332.2% | -63.7% | +395.9% | +346.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling