+1,248.2%
PANW vs STLD
+1,131.4%
+116.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -2.6% |
| 7D | -0.8% | -0.9% | +0.2% | -0.6% |
| 30D | -14.6% | -8.9% | -5.7% | -13.0% |
| 3M | +18.3% | -14.0% | +32.3% | +21.6% |
| 6M | +100.5% | +30.8% | +69.6% | +86.2% |
| YTD | +79.5% | +42.3% | +37.2% | +62.4% |
| 1Y | +66.7% | +81.1% | -14.4% | +41.7% |
| 3Y | +161.2% | +149.2% | +12.0% | +102.5% |
| 5Y | +322.2% | +292.9% | +29.3% | +185.0% |
| All | +1,248.2% | +1,131.4% | +116.8% | +541.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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