+1,248.2%
PANW vs PCG
-76.0%
+1,324.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.2% |
| 7D | -0.8% | -3.5% | +2.7% | -0.5% |
| 30D | -14.6% | -20.6% | +6.0% | -13.4% |
| 3M | +18.3% | -17.6% | +35.9% | +19.5% |
| 6M | +100.5% | -23.5% | +124.0% | +103.5% |
| YTD | +79.5% | -13.6% | +93.1% | +80.4% |
| 1Y | +66.7% | -11.3% | +78.1% | +67.1% |
| 3Y | +161.2% | -16.9% | +178.2% | +162.2% |
| 5Y | +322.2% | +50.8% | +271.4% | +305.6% |
| All | +1,248.2% | -76.0% | +1,324.2% | +1,330.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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