+3,705.5%
PANW vs GPC
+216.5%
+3,489.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.0% |
| 7D | -6.9% | +0.2% | -7.1% | -7.1% |
| 30D | -7.4% | -0.4% | -7.0% | -7.5% |
| 3M | +26.5% | +39.2% | -12.7% | +13.3% |
| 6M | +104.2% | +18.2% | +85.9% | +91.5% |
| YTD | +82.9% | +12.1% | +70.9% | +73.4% |
| 1Y | +70.7% | -0.7% | +71.4% | +68.0% |
| 3Y | +170.9% | -1.7% | +172.6% | +159.6% |
| 5Y | +334.1% | +29.3% | +304.8% | +273.9% |
| 10Y | +1,275.6% | +80.7% | +1,195.0% | +890.6% |
| All | +3,705.5% | +216.5% | +3,489.1% | +2,112.3% |
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