+1,248.2%
PANW vs GNRC
+448.8%
+799.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -3.0% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -14.6% | -15.7% | +1.2% | -11.1% |
| 3M | +18.3% | -27.3% | +45.6% | +26.9% |
| 6M | +100.5% | -12.1% | +112.5% | +102.0% |
| YTD | +79.5% | +37.1% | +42.4% | +58.5% |
| 1Y | +66.7% | -0.5% | +67.2% | +59.3% |
| 3Y | +161.2% | +61.5% | +99.7% | +107.5% |
| 5Y | +322.2% | -58.6% | +380.8% | +372.8% |
| All | +1,248.2% | +448.8% | +799.4% | +543.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling