+73.3%
PANW vs GPN
+8.1%
+65.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -10.3% | +0.8% | -11.1% | -10.4% |
| 30D | -8.1% | +5.8% | -13.9% | -9.0% |
| 3M | +19.3% | +37.0% | -17.7% | +12.8% |
| 6M | +110.2% | +20.1% | +90.0% | +100.0% |
| YTD | +80.9% | +20.4% | +60.5% | +76.2% |
| 1Y | +73.3% | +7.4% | +65.8% | +74.0% |
| All | +73.3% | +8.1% | +65.2% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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