+332.2%
PANW vs GPC
+29.3%
+302.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +2.0% | -1.8% | +3.7% | +2.3% |
| 30D | -11.8% | +0.1% | -11.9% | -12.0% |
| 3M | +28.6% | +37.4% | -8.8% | +18.1% |
| 6M | +104.4% | +25.4% | +79.0% | +91.5% |
| YTD | +83.8% | +12.2% | +71.6% | +76.4% |
| 1Y | +71.5% | -0.3% | +71.9% | +70.2% |
| 3Y | +172.2% | -1.6% | +173.8% | +163.2% |
| 5Y | +332.2% | +31.0% | +301.2% | +268.9% |
| All | +332.2% | +29.3% | +302.9% | +268.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling