+161.2%
PANW vs HIG
+101.1%
+60.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -0.8% | -1.5% | +0.7% | -0.6% |
| 30D | -14.6% | -0.4% | -14.2% | -14.6% |
| 3M | +18.3% | +6.7% | +11.6% | +16.2% |
| 6M | +100.5% | +2.0% | +98.5% | +98.9% |
| YTD | +79.5% | +0.3% | +79.2% | +78.5% |
| 1Y | +66.7% | +4.2% | +62.5% | +63.6% |
| 3Y | +161.2% | +102.2% | +59.0% | +126.3% |
| All | +161.2% | +101.1% | +60.1% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling