+264.0%
PANW vs GD
+94.5%
+169.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | -14.2% | -5.0% | -9.2% | -12.5% |
| 30D | -22.6% | +8.9% | -31.5% | -25.3% |
| 3M | -12.7% | -8.0% | -4.6% | -9.8% |
| 6M | +70.9% | +2.9% | +68.0% | +68.1% |
| YTD | +70.4% | +7.1% | +63.3% | +63.6% |
| 1Y | +48.5% | +5.9% | +42.6% | +43.3% |
| 3Y | +164.8% | +53.9% | +111.0% | +111.8% |
| All | +264.0% | +94.5% | +169.5% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling