+47.6%
PANW vs GWRE
-24.6%
+72.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.9% | -7.7% | -9.0% |
| 7D | -17.3% | +4.5% | -21.9% | -18.4% |
| 30D | -25.1% | +1.7% | -26.8% | -25.8% |
| 3M | -13.2% | +4.4% | -17.6% | -16.3% |
| 6M | +71.0% | +19.5% | +51.5% | +55.8% |
| YTD | +70.8% | -16.7% | +87.6% | +78.1% |
| 1Y | +47.6% | -24.0% | +71.6% | +62.5% |
| All | +47.6% | -24.6% | +72.2% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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