+62.2%
PANW vs GNRC
+17.5%
+44.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.5% | +8.9% | -0.3% |
| 7D | -11.8% | -6.0% | -5.8% | -11.6% |
| 30D | -14.4% | -12.0% | -2.4% | -14.1% |
| 3M | -5.0% | -13.4% | +8.4% | -4.1% |
| 6M | +88.6% | -26.4% | +114.9% | +89.9% |
| YTD | +88.9% | +38.8% | +50.1% | +79.9% |
| 1Y | +62.2% | +20.9% | +41.3% | +57.6% |
| All | +62.2% | +17.5% | +44.7% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling