+339.2%
PANW vs GEHC
+4.1%
+335.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | +2.0% | -7.6% | +9.7% | +3.6% |
| 30D | -13.0% | -10.7% | -2.3% | -11.0% |
| 3M | +28.6% | -1.2% | +29.8% | +28.2% |
| 6M | +103.0% | -13.7% | +116.7% | +108.1% |
| YTD | +81.9% | -20.4% | +102.4% | +89.7% |
| 1Y | +69.6% | -17.0% | +86.7% | +74.4% |
| 3Y | +169.4% | +0.9% | +168.5% | +159.4% |
| All | +339.2% | +4.1% | +335.2% | +325.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling