+164.8%
PANW vs PCG
-15.4%
+180.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.4% |
| 7D | +2.0% | +6.5% | -4.4% | +1.8% |
| 30D | -13.0% | -16.7% | +3.8% | -12.6% |
| 3M | +28.6% | -14.2% | +42.8% | +28.8% |
| 6M | +103.0% | -21.5% | +124.4% | +105.1% |
| YTD | +81.9% | -11.2% | +93.1% | +80.7% |
| 1Y | +69.6% | -4.2% | +73.8% | +66.3% |
| All | +164.8% | -15.4% | +180.1% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling