+1,595.0%
PANW vs PENG
+762.7%
+832.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.7% |
| 7D | -10.3% | +4.5% | -14.9% | -11.0% |
| 30D | -8.1% | -7.1% | -1.0% | -7.2% |
| 3M | +19.3% | -27.3% | +46.6% | +22.7% |
| 6M | +110.2% | +169.6% | -59.4% | +68.7% |
| YTD | +80.9% | +164.6% | -83.7% | +44.8% |
| 1Y | +73.3% | +109.5% | -36.2% | +43.4% |
| 3Y | +174.6% | +98.9% | +75.7% | +113.1% |
| 5Y | +327.1% | +116.3% | +210.8% | +215.9% |
| All | +1,595.0% | +762.7% | +832.3% | +813.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling