+1,248.2%
PANW vs STRL
+7,221.5%
-5,973.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.4% | -7.7% | -3.1% |
| 7D | -0.8% | +5.0% | -5.8% | -1.5% |
| 30D | -14.6% | -6.9% | -7.7% | -13.8% |
| 3M | +18.3% | -39.1% | +57.3% | +25.3% |
| 6M | +100.5% | +21.5% | +79.0% | +84.7% |
| YTD | +79.5% | +66.9% | +12.6% | +55.3% |
| 1Y | +66.7% | +61.6% | +5.1% | +43.5% |
| 3Y | +161.2% | +560.0% | -398.8% | +69.2% |
| 5Y | +322.2% | +2,238.9% | -1,916.7% | +118.8% |
| All | +1,248.2% | +7,221.5% | -5,973.3% | +465.1% |
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