+316.7%
PANW vs GPN
-44.5%
+361.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.8% | -4.3% | +3.5% | +0.5% |
| 30D | -14.6% | 0.0% | -14.6% | -14.8% |
| 3M | +18.3% | +35.8% | -17.5% | +6.7% |
| 6M | +100.5% | +22.0% | +78.5% | +86.5% |
| YTD | +79.5% | +15.2% | +64.3% | +68.6% |
| 1Y | +66.7% | +3.5% | +63.2% | +61.8% |
| 3Y | +161.2% | -26.9% | +188.2% | +177.6% |
| All | +316.7% | -44.5% | +361.2% | +348.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling