+3,634.0%
PANW vs AGG
+25.8%
+3,608.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -0.8% | -1.1% | +0.3% | -0.3% |
| 30D | -14.6% | -1.1% | -13.4% | -14.1% |
| 3M | +18.3% | -1.9% | +20.2% | +19.5% |
| 6M | +100.5% | -1.7% | +102.2% | +102.3% |
| YTD | +79.5% | -1.3% | +80.8% | +80.8% |
| 1Y | +66.7% | -0.7% | +67.5% | +67.5% |
| 3Y | +161.2% | +12.5% | +148.8% | +147.6% |
| 5Y | +322.2% | -2.5% | +324.7% | +314.5% |
| 10Y | +1,273.8% | +14.2% | +1,259.6% | +1,358.9% |
| All | +3,634.0% | +25.8% | +3,608.2% | +4,086.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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