+331.0%
PANW vs PENG
+116.9%
+214.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +2.0% | +7.3% | -5.3% | +0.7% |
| 30D | -13.0% | -7.5% | -5.5% | -11.9% |
| 3M | +28.6% | -17.2% | +45.9% | +29.6% |
| 6M | +103.0% | +176.7% | -73.8% | +60.2% |
| YTD | +81.9% | +161.0% | -79.1% | +44.1% |
| 1Y | +69.6% | +108.8% | -39.2% | +39.0% |
| 3Y | +169.4% | +109.8% | +59.7% | +103.0% |
| 5Y | +331.0% | +111.7% | +219.3% | +236.8% |
| All | +331.0% | +116.9% | +214.1% | +236.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling