+3,543.8%
PANW vs STLD
+2,432.8%
+1,111.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | +2.5% | +6.9% | -4.3% | +1.0% |
| 30D | -18.7% | -1.5% | -17.3% | -18.4% |
| 3M | -16.6% | -9.7% | -6.9% | -15.0% |
| 6M | +49.7% | +2.3% | +47.3% | +47.4% |
| YTD | +75.2% | +41.0% | +34.2% | +58.6% |
| 1Y | +53.6% | +51.8% | +1.8% | +36.5% |
| 3Y | +154.6% | +126.4% | +28.1% | +101.8% |
| 5Y | +275.8% | +285.7% | -9.9% | +155.1% |
| 10Y | +1,140.9% | +792.7% | +348.2% | +518.1% |
| All | +3,543.8% | +2,432.8% | +1,111.0% | +1,387.1% |
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