+1,248.2%
PANW vs GPC
+86.4%
+1,161.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.2% |
| 7D | -0.8% | -3.2% | +2.4% | 0.0% |
| 30D | -14.6% | +0.5% | -15.1% | -14.8% |
| 3M | +18.3% | +31.7% | -13.5% | +9.1% |
| 6M | +100.5% | +24.7% | +75.8% | +87.0% |
| YTD | +79.5% | +11.8% | +67.7% | +71.6% |
| 1Y | +66.7% | -3.0% | +69.7% | +65.7% |
| 3Y | +161.2% | -1.1% | +162.3% | +151.6% |
| 5Y | +322.2% | +30.5% | +291.7% | +272.2% |
| All | +1,248.2% | +86.4% | +1,161.8% | +943.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling