+155.3%
PANW vs GS
+200.2%
-44.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -6.8% | +1.6% | -8.4% | -7.2% |
| 30D | -22.1% | +1.7% | -23.7% | -22.5% |
| 3M | -15.2% | -11.6% | -3.7% | -11.4% |
| 6M | +57.0% | -1.9% | +58.9% | +57.2% |
| YTD | +77.2% | +5.1% | +72.1% | +70.9% |
| 1Y | +50.7% | +16.4% | +34.3% | +38.4% |
| All | +155.3% | +200.2% | -44.9% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 3y: compounded portfolio wealth divided by compounded GS 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…
3y analysis · Full analysis span regression · 6 months rolling