+1,248.2%
PANW vs NRG
+1,083.9%
+164.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.7% |
| 7D | -0.8% | -4.7% | +3.9% | +0.2% |
| 30D | -14.6% | -6.0% | -8.6% | -13.7% |
| 3M | +18.3% | -8.0% | +26.2% | +18.8% |
| 6M | +100.5% | -23.2% | +123.6% | +107.7% |
| YTD | +79.5% | -28.1% | +107.6% | +87.4% |
| 1Y | +66.7% | -27.3% | +94.0% | +72.6% |
| 3Y | +161.2% | +208.7% | -47.4% | +73.6% |
| 5Y | +322.2% | +197.7% | +124.5% | +177.4% |
| All | +1,248.2% | +1,083.9% | +164.3% | +525.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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