+804.6%
PANW vs GH
+467.1%
+337.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -0.8% | -2.5% | +1.7% | -0.3% |
| 30D | -14.6% | -4.7% | -9.9% | -14.0% |
| 3M | +18.3% | +20.2% | -1.9% | +14.0% |
| 6M | +100.5% | +78.8% | +21.7% | +78.6% |
| YTD | +79.5% | +54.1% | +25.4% | +63.9% |
| 1Y | +66.7% | +177.1% | -110.4% | +35.2% |
| 3Y | +161.2% | +371.6% | -210.4% | +80.2% |
| 5Y | +322.2% | +21.9% | +300.3% | +243.3% |
| All | +804.6% | +467.1% | +337.4% | +473.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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