+170.9%
PANW vs PENG
+111.6%
+59.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -6.9% | +7.8% | -14.7% | -8.0% |
| 30D | -7.4% | -12.2% | +4.8% | -5.9% |
| 3M | +26.5% | -20.6% | +47.2% | +28.1% |
| 6M | +104.2% | +180.9% | -76.8% | +69.5% |
| YTD | +82.9% | +162.3% | -79.3% | +52.5% |
| 1Y | +70.7% | +107.3% | -36.5% | +46.3% |
| 3Y | +170.9% | +110.8% | +60.2% | +121.2% |
| All | +170.9% | +111.6% | +59.3% | +121.2% |
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