+483.7%
PANW vs PCOR
-30.9%
+514.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.9% |
| 7D | -10.3% | -9.0% | -1.4% | -7.4% |
| 30D | -8.1% | +4.2% | -12.3% | -9.3% |
| 3M | +19.3% | +14.4% | +4.9% | +13.2% |
| 6M | +110.2% | +0.2% | +110.0% | +107.1% |
| YTD | +80.9% | -20.3% | +101.2% | +91.5% |
| 1Y | +73.3% | -16.1% | +89.4% | +79.1% |
| 3Y | +174.6% | -14.7% | +189.3% | +172.3% |
| 5Y | +327.1% | -43.2% | +370.2% | +309.5% |
| All | +483.7% | -30.9% | +514.6% | +458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling