+1,601.1%
PANW vs PENG
+720.8%
+880.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.3% | -7.8% | +0.7% |
| 7D | -3.9% | +1.9% | -5.8% | -4.6% |
| 30D | -17.2% | -37.8% | +20.6% | -11.2% |
| 3M | -12.9% | -14.1% | +1.2% | -12.3% |
| 6M | +56.5% | +13.1% | +43.4% | +45.3% |
| YTD | +81.6% | +151.8% | -70.2% | +43.8% |
| 1Y | +53.2% | +136.0% | -82.7% | +22.6% |
| 3Y | +163.9% | +217.9% | -54.1% | +90.3% |
| 5Y | +295.1% | +64.1% | +231.1% | +202.1% |
| All | +1,601.1% | +720.8% | +880.3% | +807.2% |
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