+161.2%
PANW vs GTLB
-10.9%
+172.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.1% |
| 7D | -0.8% | -5.7% | +4.9% | +0.8% |
| 30D | -14.6% | +15.1% | -29.7% | -18.4% |
| 3M | +18.3% | +65.5% | -47.2% | +1.2% |
| 6M | +100.5% | +102.9% | -2.4% | +60.9% |
| YTD | +79.5% | +25.2% | +54.3% | +63.0% |
| 1Y | +66.7% | -5.5% | +72.2% | +61.8% |
| 3Y | +161.2% | -10.9% | +172.1% | +149.4% |
| All | +161.2% | -10.9% | +172.1% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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