+3,663.5%
PANW vs STRL
+4,533.2%
-869.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -0.4% |
| 7D | -10.3% | +3.4% | -13.7% | -10.7% |
| 30D | -8.1% | -9.2% | +1.1% | -7.0% |
| 3M | +19.3% | -51.0% | +70.4% | +29.8% |
| 6M | +110.2% | +15.8% | +94.4% | +96.3% |
| YTD | +80.9% | +58.9% | +22.1% | +59.9% |
| 1Y | +73.3% | +68.5% | +4.7% | +50.2% |
| 3Y | +174.6% | +485.2% | -310.6% | +90.0% |
| 5Y | +327.1% | +2,005.1% | -1,678.1% | +142.0% |
| 10Y | +1,277.3% | +7,118.0% | -5,840.7% | +522.1% |
| All | +3,663.5% | +4,533.2% | -869.7% | +1,734.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling