+1,248.2%
PANW vs STZ
-11.3%
+1,259.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -0.8% | -4.5% | +3.7% | +0.1% |
| 30D | -14.6% | -8.6% | -6.0% | -13.0% |
| 3M | +18.3% | -13.8% | +32.1% | +21.6% |
| 6M | +100.5% | -17.2% | +117.6% | +106.5% |
| YTD | +79.5% | -9.4% | +88.9% | +78.8% |
| 1Y | +66.7% | -11.9% | +78.6% | +67.0% |
| 3Y | +161.2% | -49.6% | +210.8% | +202.5% |
| 5Y | +322.2% | -37.2% | +359.4% | +350.8% |
| All | +1,248.2% | -11.3% | +1,259.5% | +1,171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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