+471.6%
PANW vs PCOR
-9.2%
+480.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -6.8% | +20.7% | -27.5% | -13.2% |
| 30D | -22.1% | +35.7% | -57.7% | -30.4% |
| 3M | -15.2% | +31.1% | -46.3% | -23.5% |
| 6M | +57.0% | +43.1% | +13.9% | +36.2% |
| YTD | +77.2% | +4.8% | +72.3% | +69.0% |
| 1Y | +50.7% | -3.7% | +54.4% | +48.0% |
| 3Y | +157.5% | +46.5% | +110.9% | +112.9% |
| 5Y | +292.3% | -17.3% | +309.5% | +238.9% |
| All | +471.6% | -9.2% | +480.8% | +393.4% |
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