+62.2%
PANW vs STRL
-30.1%
+92.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -21.5% | +20.8% | -0.1% |
| 7D | -11.8% | -27.1% | +15.3% | -11.1% |
| 30D | -14.4% | -45.8% | +31.4% | -13.2% |
| 3M | -5.0% | -47.6% | +42.6% | -3.6% |
| 6M | +88.6% | -46.4% | +135.0% | +90.8% |
| YTD | +88.9% | -7.4% | +96.3% | +83.0% |
| 1Y | +62.2% | -25.9% | +88.1% | +62.0% |
| All | +62.2% | -30.1% | +92.4% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling