+331.0%
PANW vs GS
+187.0%
+144.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.2% |
| 7D | +2.0% | +2.4% | -0.4% | +1.0% |
| 30D | -13.0% | -0.1% | -12.9% | -13.0% |
| 3M | +28.6% | +0.2% | +28.5% | +28.1% |
| 6M | +103.0% | +24.8% | +78.2% | +84.3% |
| YTD | +81.9% | +18.8% | +63.2% | +67.5% |
| 1Y | +69.6% | +37.3% | +32.3% | +46.1% |
| 3Y | +169.4% | +237.9% | -68.5% | +56.9% |
| 5Y | +331.0% | +187.0% | +144.0% | +150.8% |
| All | +331.0% | +187.0% | +144.0% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling