+66.7%
PANW vs GPC
-0.9%
+67.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.3% |
| 7D | -0.8% | -3.2% | +2.4% | -0.8% |
| 30D | -14.6% | +0.5% | -15.1% | -14.7% |
| 3M | +18.3% | +31.7% | -13.5% | +17.0% |
| 6M | +100.5% | +24.7% | +75.8% | +98.5% |
| YTD | +79.5% | +11.8% | +67.7% | +85.0% |
| 1Y | +66.7% | -3.0% | +69.7% | +67.4% |
| All | +66.7% | -0.9% | +67.6% | +67.4% |
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