+1,248.2%
PANW vs AG
+68.4%
+1,179.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.1% |
| 7D | -0.8% | -6.7% | +5.9% | -0.3% |
| 30D | -14.6% | +2.2% | -16.7% | -14.8% |
| 3M | +18.3% | +15.7% | +2.6% | +16.7% |
| 6M | +100.5% | -23.8% | +124.3% | +102.5% |
| YTD | +79.5% | +17.6% | +61.9% | +74.6% |
| 1Y | +66.7% | +88.6% | -21.9% | +56.0% |
| 3Y | +161.2% | +253.4% | -92.2% | +128.3% |
| 5Y | +322.2% | +62.4% | +259.8% | +282.5% |
| All | +1,248.2% | +68.4% | +1,179.9% | +1,047.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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