+62.2%
PANW vs GPC
+6.5%
+55.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.5% |
| 7D | -11.8% | +4.1% | -15.9% | -11.5% |
| 30D | -14.4% | +0.1% | -14.6% | -14.4% |
| 3M | -5.0% | -3.9% | -1.1% | -5.2% |
| 6M | +88.6% | +24.4% | +64.2% | +86.1% |
| YTD | +88.9% | +5.7% | +83.3% | +96.2% |
| 1Y | +62.2% | +6.8% | +55.5% | +66.7% |
| All | +62.2% | +6.5% | +55.8% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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