+1,135.8%
PANW vs STRL
+3,697.3%
-2,561.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.3% |
| 7D | +2.7% | +15.7% | -13.0% | +0.5% |
| 30D | -14.1% | -35.5% | +21.4% | -9.3% |
| 3M | -18.6% | -47.1% | +28.5% | -12.1% |
| 6M | +41.5% | -65.8% | +107.2% | +59.9% |
| YTD | +74.9% | -4.5% | +79.5% | +61.8% |
| 1Y | +57.4% | -10.5% | +67.8% | +46.8% |
| 3Y | +152.1% | +340.6% | -188.5% | +71.1% |
| 5Y | +275.3% | +911.0% | -635.7% | +116.4% |
| All | +1,135.8% | +3,697.3% | -2,561.5% | +472.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling