+1,135.8%
PANW vs STM
+470.7%
+665.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +2.7% | +12.0% | -9.3% | -0.7% |
| 30D | -14.1% | -0.4% | -13.7% | -14.2% |
| 3M | -18.6% | -13.2% | -5.4% | -15.9% |
| 6M | +41.5% | -26.1% | +67.5% | +49.3% |
| YTD | +74.9% | +81.2% | -6.2% | +37.1% |
| 1Y | +57.4% | +98.3% | -40.9% | +19.7% |
| 3Y | +152.1% | +16.7% | +135.4% | +113.0% |
| 5Y | +275.3% | -4.8% | +280.1% | +228.8% |
| All | +1,135.8% | +470.7% | +665.1% | +690.9% |
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