+57.4%
PANW vs STRL
-22.7%
+80.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | 0.0% |
| 7D | +2.7% | +15.7% | -13.0% | +2.0% |
| 30D | -14.1% | -35.5% | +21.4% | -13.5% |
| 3M | -18.6% | -47.1% | +28.5% | -17.9% |
| 6M | +41.5% | -65.8% | +107.2% | +42.4% |
| YTD | +74.9% | -4.5% | +79.5% | +70.0% |
| 1Y | +57.4% | -10.5% | +67.8% | +53.9% |
| All | +57.4% | -22.7% | +80.0% | +53.9% |
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