+3,539.1%
PANW vs GPC
+191.2%
+3,347.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.7% | +0.4% | +2.2% | +2.6% |
| 30D | -14.1% | -6.3% | -7.8% | -12.6% |
| 3M | -18.6% | -8.2% | -10.5% | -17.0% |
| 6M | +41.5% | +27.1% | +14.4% | +29.5% |
| YTD | +74.9% | +3.1% | +71.8% | +69.4% |
| 1Y | +57.4% | +0.1% | +57.3% | +53.7% |
| 3Y | +152.1% | +0.2% | +151.9% | +138.2% |
| 5Y | +275.3% | +4.9% | +270.4% | +245.7% |
| 10Y | +1,139.3% | +75.2% | +1,064.1% | +787.3% |
| All | +3,539.1% | +191.2% | +3,347.9% | +2,061.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling