+3,677.2%
PANW vs STLD
+2,452.9%
+1,224.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.2% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | -17.2% | -0.1% | -17.1% | -17.1% |
| 3M | -12.9% | -9.2% | -3.7% | -11.2% |
| 6M | +56.5% | +1.8% | +54.8% | +54.4% |
| YTD | +81.6% | +42.1% | +39.4% | +64.1% |
| 1Y | +53.2% | +58.5% | -5.3% | +34.7% |
| 3Y | +163.9% | +128.2% | +35.7% | +108.8% |
| 5Y | +295.1% | +288.2% | +6.9% | +167.8% |
| 10Y | +1,186.3% | +799.8% | +386.5% | +539.5% |
| All | +3,677.2% | +2,452.9% | +1,224.3% | +1,438.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling