+3,663.5%
PANW vs STLD
+2,479.5%
+1,184.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -10.3% | +3.1% | -13.5% | -11.1% |
| 30D | -8.1% | -9.0% | +0.9% | -6.3% |
| 3M | +19.3% | -12.4% | +31.7% | +22.2% |
| 6M | +110.2% | +25.5% | +84.7% | +97.0% |
| YTD | +80.9% | +43.6% | +37.3% | +63.3% |
| 1Y | +73.3% | +87.2% | -13.9% | +46.1% |
| 3Y | +174.6% | +135.2% | +39.4% | +115.7% |
| 5Y | +327.1% | +290.9% | +36.2% | +188.4% |
| 10Y | +1,277.3% | +1,113.5% | +163.8% | +536.9% |
| All | +3,663.5% | +2,479.5% | +1,184.0% | +1,431.4% |
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