+3,444.2%
PANW vs SW
+824.6%
+2,619.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.2% |
| 7D | -14.2% | +2.3% | -16.5% | -14.4% |
| 30D | -22.6% | +6.8% | -29.4% | -23.1% |
| 3M | -12.7% | -5.2% | -7.5% | -12.4% |
| 6M | +70.9% | +7.4% | +63.4% | +69.1% |
| YTD | +70.4% | +17.4% | +53.0% | +66.5% |
| 1Y | +48.5% | +27.1% | +21.4% | +43.9% |
| 3Y | +164.8% | +47.9% | +117.0% | +151.5% |
| 5Y | +281.4% | -2.6% | +283.9% | +266.8% |
| 10Y | +1,172.3% | +182.7% | +989.6% | +991.8% |
| All | +3,444.2% | +824.6% | +2,619.6% | +3,296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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