+1,248.2%
PANW vs STM
+672.2%
+576.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.8% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | -14.6% | -4.9% | -9.6% | -13.4% |
| 3M | +18.3% | -34.0% | +52.3% | +31.4% |
| 6M | +100.5% | +51.8% | +48.6% | +69.5% |
| YTD | +79.5% | +99.4% | -19.9% | +38.0% |
| 1Y | +66.7% | +99.1% | -32.3% | +27.1% |
| 3Y | +161.2% | +19.5% | +141.8% | +121.7% |
| 5Y | +322.2% | +19.5% | +302.7% | +247.1% |
| All | +1,248.2% | +672.2% | +576.0% | +644.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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