+157.5%
PANW vs PENG
+191.8%
-34.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -1.0% |
| 7D | -6.8% | -16.1% | +9.3% | -4.6% |
| 30D | -22.1% | -41.5% | +19.4% | -16.2% |
| 3M | -15.2% | -19.1% | +3.9% | -13.7% |
| 6M | +57.0% | +0.9% | +56.1% | +48.4% |
| YTD | +77.2% | +128.2% | -51.0% | +42.1% |
| 1Y | +50.7% | +98.6% | -47.9% | +23.9% |
| 3Y | +157.5% | +188.2% | -30.7% | +88.2% |
| All | +157.5% | +191.8% | -34.3% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling