+62.2%
PANW vs PEP
+2.4%
+59.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | +2.0% |
| 7D | -11.8% | +7.4% | -19.2% | -7.0% |
| 30D | -14.4% | +13.3% | -27.8% | -6.1% |
| 3M | -5.0% | +3.5% | -8.5% | -1.7% |
| 6M | +88.6% | -5.9% | +94.5% | +84.5% |
| YTD | +88.9% | +2.3% | +86.7% | +86.6% |
| 1Y | +62.2% | +3.7% | +58.5% | +57.2% |
| All | +62.2% | +2.4% | +59.8% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling