+73.6%
PANW vs GLXY
+7.0%
+66.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.5% | -0.1% |
| 7D | +2.0% | +4.5% | -2.5% | +1.7% |
| 30D | -13.0% | +28.8% | -41.8% | -14.4% |
| 3M | +28.6% | -23.0% | +51.7% | +30.0% |
| 6M | +103.0% | +17.0% | +86.0% | +98.0% |
| YTD | +81.9% | +12.5% | +69.4% | +76.4% |
| 1Y | +69.6% | -5.4% | +75.0% | +68.6% |
| All | +73.6% | +7.0% | +66.6% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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