+1,248.2%
PANW vs HIG
+313.7%
+934.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | -14.6% | -0.4% | -14.2% | -14.6% |
| 3M | +18.3% | +6.7% | +11.6% | +16.1% |
| 6M | +100.5% | +2.0% | +98.5% | +98.6% |
| YTD | +79.5% | +0.3% | +79.2% | +78.3% |
| 1Y | +66.7% | +4.2% | +62.5% | +63.6% |
| 3Y | +161.2% | +102.2% | +59.0% | +116.1% |
| 5Y | +322.2% | +118.5% | +203.7% | +239.3% |
| All | +1,248.2% | +313.7% | +934.6% | +767.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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