+1,248.2%
PANW vs GWW
+570.2%
+678.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -0.8% | -3.4% | +2.6% | +0.2% |
| 30D | -14.6% | -1.9% | -12.7% | -14.1% |
| 3M | +18.3% | -2.4% | +20.7% | +18.9% |
| 6M | +100.5% | +15.7% | +84.8% | +90.7% |
| YTD | +79.5% | +27.6% | +51.9% | +64.8% |
| 1Y | +66.7% | +27.2% | +39.5% | +53.0% |
| 3Y | +161.2% | +89.7% | +71.6% | +110.6% |
| 5Y | +322.2% | +223.9% | +98.3% | +188.0% |
| All | +1,248.2% | +570.2% | +678.1% | +662.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling