+1,248.2%
PANW vs GM
+240.0%
+1,008.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -0.8% | -2.4% | +1.7% | -0.2% |
| 30D | -14.6% | -1.1% | -13.5% | -14.3% |
| 3M | +18.3% | +6.1% | +12.2% | +16.2% |
| 6M | +100.5% | +15.0% | +85.5% | +92.2% |
| YTD | +79.5% | +6.0% | +73.5% | +74.8% |
| 1Y | +66.7% | +47.1% | +19.6% | +48.4% |
| 3Y | +161.2% | +170.5% | -9.3% | +92.0% |
| 5Y | +322.2% | +80.5% | +241.7% | +234.4% |
| All | +1,248.2% | +240.0% | +1,008.2% | +782.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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