+492.8%
PANW vs PCOR
-36.7%
+529.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.6% |
| 7D | +2.0% | -12.2% | +14.2% | +6.5% |
| 30D | -11.8% | -9.4% | -2.4% | -8.8% |
| 3M | +28.6% | +22.2% | +6.4% | +19.1% |
| 6M | +104.4% | -7.3% | +111.8% | +106.8% |
| YTD | +83.8% | -26.8% | +110.6% | +100.2% |
| 1Y | +71.5% | -22.2% | +93.8% | +81.9% |
| 3Y | +172.2% | -19.1% | +191.2% | +174.8% |
| 5Y | +332.2% | -42.4% | +374.6% | +327.4% |
| All | +492.8% | -36.7% | +529.5% | +484.3% |
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