+1,135.8%
PANW vs GD
+165.7%
+970.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.7% | +2.7% | 0.0% | +1.7% |
| 30D | -14.1% | +8.6% | -22.7% | -16.9% |
| 3M | -18.6% | -7.1% | -11.6% | -16.3% |
| 6M | +41.5% | +7.5% | +34.0% | +36.9% |
| YTD | +74.9% | +9.9% | +65.0% | +66.5% |
| 1Y | +57.4% | +7.6% | +49.8% | +51.1% |
| 3Y | +152.1% | +56.2% | +95.9% | +105.1% |
| 5Y | +275.3% | +100.6% | +174.7% | +173.6% |
| All | +1,135.8% | +165.7% | +970.1% | +810.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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