+1,280.2%
PANW vs STT
+267.9%
+1,012.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +2.0% | -1.4% | +3.3% | +2.4% |
| 30D | -11.8% | +2.2% | -14.0% | -12.5% |
| 3M | +28.6% | +18.8% | +9.8% | +21.3% |
| 6M | +104.4% | +57.9% | +46.5% | +74.9% |
| YTD | +83.8% | +51.0% | +32.8% | +59.2% |
| 1Y | +71.5% | +77.1% | -5.6% | +40.6% |
| 3Y | +172.2% | +199.8% | -27.7% | +85.4% |
| 5Y | +332.2% | +156.0% | +176.3% | +199.2% |
| All | +1,280.2% | +267.9% | +1,012.3% | +677.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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