+316.7%
PANW vs SYF
+77.7%
+239.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | -0.8% | -4.9% | +4.1% | +0.9% |
| 30D | -14.6% | -4.3% | -10.3% | -13.4% |
| 3M | +18.3% | +5.5% | +12.8% | +15.9% |
| 6M | +100.5% | +17.5% | +83.0% | +88.9% |
| YTD | +79.5% | -7.8% | +87.3% | +82.4% |
| 1Y | +66.7% | +1.6% | +65.1% | +63.4% |
| 3Y | +161.2% | +154.8% | +6.4% | +81.5% |
| All | +316.7% | +77.7% | +239.0% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 5y: compounded portfolio wealth divided by compounded SYF 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…
5y analysis · Full analysis span regression · 6 months rolling