+161.2%
PANW vs PEG
+31.8%
+129.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | -14.6% | -3.7% | -10.8% | -14.2% |
| 3M | +18.3% | -7.3% | +25.6% | +19.0% |
| 6M | +100.5% | -10.5% | +111.0% | +103.0% |
| YTD | +79.5% | -7.5% | +87.0% | +80.4% |
| 1Y | +66.7% | -8.7% | +75.4% | +67.9% |
| 3Y | +161.2% | +31.4% | +129.9% | +166.9% |
| All | +161.2% | +31.8% | +129.4% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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