+1,541.1%
PANW vs PENG
+735.0%
+806.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.3% | -3.8% |
| 7D | +2.5% | +34.6% | -32.1% | -2.8% |
| 30D | -18.7% | -35.9% | +17.2% | -13.3% |
| 3M | -16.6% | -14.7% | -1.9% | -16.0% |
| 6M | +49.7% | +13.5% | +36.1% | +38.8% |
| YTD | +75.2% | +156.1% | -81.0% | +38.3% |
| 1Y | +53.6% | +141.3% | -87.7% | +22.4% |
| 3Y | +154.6% | +223.4% | -68.9% | +83.0% |
| 5Y | +275.8% | +67.4% | +208.4% | +186.3% |
| All | +1,541.1% | +735.0% | +806.1% | +772.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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