+152.1%
PANW vs STRL
+341.0%
-188.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.2% |
| 7D | +2.7% | +15.7% | -13.0% | +0.8% |
| 30D | -14.1% | -35.5% | +21.4% | -10.2% |
| 3M | -18.6% | -47.1% | +28.5% | -13.3% |
| 6M | +41.5% | -65.8% | +107.2% | +56.6% |
| YTD | +74.9% | -4.5% | +79.5% | +57.0% |
| 1Y | +57.4% | -10.5% | +67.8% | +42.6% |
| 3Y | +152.1% | +340.6% | -188.5% | +56.2% |
| All | +152.1% | +341.0% | -188.9% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling