+41.5%
PANW vs PENG
-7.3%
+48.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +0.6% |
| 7D | +2.7% | +13.2% | -10.5% | +0.9% |
| 30D | -14.1% | -29.9% | +15.9% | -11.6% |
| 3M | -18.6% | -22.2% | +3.6% | -16.6% |
| 6M | +41.5% | -1.9% | +43.3% | +37.2% |
| All | +41.5% | -7.3% | +48.8% | +37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling