+316.7%
PANW vs PEP
+2.8%
+313.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -0.8% | -1.0% | +0.2% | -0.8% |
| 30D | -14.6% | -0.7% | -13.9% | -14.6% |
| 3M | +18.3% | -4.1% | +22.4% | +18.4% |
| 6M | +100.5% | -13.1% | +113.5% | +102.2% |
| YTD | +79.5% | -2.1% | +81.6% | +77.0% |
| 1Y | +66.7% | -1.7% | +68.4% | +64.0% |
| 3Y | +161.2% | -15.1% | +176.3% | +166.4% |
| All | +316.7% | +2.8% | +313.9% | +295.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling