+3,663.5%
PANW vs STM
+1,354.8%
+2,308.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.2% |
| 7D | -10.3% | +5.8% | -16.1% | -11.8% |
| 30D | -8.1% | -1.0% | -7.1% | -8.0% |
| 3M | +19.3% | -33.3% | +52.6% | +31.9% |
| 6M | +110.2% | +57.4% | +52.8% | +75.7% |
| YTD | +80.9% | +102.2% | -21.3% | +38.8% |
| 1Y | +73.3% | +99.6% | -26.3% | +32.4% |
| 3Y | +174.6% | +14.5% | +160.1% | +136.5% |
| 5Y | +327.1% | +21.4% | +305.7% | +250.8% |
| 10Y | +1,277.3% | +695.0% | +582.3% | +498.5% |
| All | +3,663.5% | +1,354.8% | +2,308.7% | +1,422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling