+161.2%
PANW vs GEHC
-1.6%
+162.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -0.8% | -7.2% | +6.4% | +0.7% |
| 30D | -14.6% | -11.6% | -3.0% | -12.5% |
| 3M | +18.3% | -0.8% | +19.1% | +17.7% |
| 6M | +100.5% | -11.9% | +112.4% | +104.5% |
| YTD | +79.5% | -21.9% | +101.4% | +88.4% |
| 1Y | +66.7% | -17.8% | +84.6% | +71.8% |
| 3Y | +161.2% | -3.5% | +164.8% | +150.5% |
| All | +161.2% | -1.6% | +162.9% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 3y: compounded portfolio wealth divided by compounded GEHC 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…
3y analysis · Full analysis span regression · 6 months rolling