+161.2%
PANW vs HYG
+25.7%
+135.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.2% |
| 7D | -0.8% | -0.7% | -0.1% | +1.2% |
| 30D | -14.6% | -0.7% | -13.8% | -12.8% |
| 3M | +18.3% | -0.2% | +18.5% | +19.2% |
| 6M | +100.5% | +1.4% | +99.0% | +93.7% |
| YTD | +79.5% | +1.5% | +78.1% | +73.2% |
| 1Y | +66.7% | +2.9% | +63.8% | +54.9% |
| 3Y | +161.2% | +25.6% | +135.6% | +64.1% |
| All | +161.2% | +25.7% | +135.5% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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