+332.2%
PANW vs STM
+17.3%
+314.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +2.0% | -1.1% | +3.0% | +2.3% |
| 30D | -11.8% | -7.8% | -4.0% | -9.9% |
| 3M | +28.6% | -28.2% | +56.8% | +38.6% |
| 6M | +104.4% | +52.0% | +52.5% | +73.3% |
| YTD | +83.8% | +96.4% | -12.6% | +42.3% |
| 1Y | +71.5% | +98.8% | -27.3% | +31.1% |
| 3Y | +172.2% | +18.3% | +153.9% | +134.9% |
| 5Y | +332.2% | +17.7% | +314.5% | +264.5% |
| All | +332.2% | +17.3% | +314.9% | +264.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling