+3,634.0%
PANW vs HYG
+84.6%
+3,549.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.8% | -0.7% | -0.1% | +0.4% |
| 30D | -14.6% | -0.7% | -13.8% | -13.5% |
| 3M | +18.3% | -0.2% | +18.5% | +18.9% |
| 6M | +100.5% | +1.4% | +99.0% | +96.3% |
| YTD | +79.5% | +1.5% | +78.1% | +75.7% |
| 1Y | +66.7% | +2.9% | +63.8% | +59.4% |
| 3Y | +161.2% | +25.6% | +135.6% | +81.6% |
| 5Y | +322.2% | +18.6% | +303.6% | +227.0% |
| 10Y | +1,273.8% | +55.7% | +1,218.1% | +615.9% |
| All | +3,634.0% | +84.6% | +3,549.4% | +1,640.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling