+465.1%
PANW vs PCOR
-8.1%
+473.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.4% |
| 7D | +2.5% | +2.2% | +0.4% | +1.8% |
| 30D | -18.7% | +37.4% | -56.2% | -27.7% |
| 3M | -16.6% | +33.2% | -49.8% | -25.2% |
| 6M | +49.7% | +60.6% | -10.9% | +25.1% |
| YTD | +75.2% | +6.2% | +69.0% | +66.4% |
| 1Y | +53.6% | -1.1% | +54.7% | +49.5% |
| 3Y | +154.6% | +48.4% | +106.1% | +109.6% |
| 5Y | +275.8% | -13.1% | +288.9% | +223.0% |
| All | +465.1% | -8.1% | +473.2% | +385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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