+3,705.5%
PANW vs PEP
+204.3%
+3,501.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -6.9% | +0.1% | -7.0% | -7.0% |
| 30D | -7.4% | +0.7% | -8.0% | -7.6% |
| 3M | +26.5% | -0.5% | +27.1% | +26.2% |
| 6M | +104.2% | -11.3% | +115.5% | +109.4% |
| YTD | +82.9% | -0.6% | +83.5% | +80.1% |
| 1Y | +70.7% | +1.7% | +69.1% | +66.3% |
| 3Y | +170.9% | -12.5% | +183.4% | +174.1% |
| 5Y | +334.1% | +3.9% | +330.2% | +308.7% |
| 10Y | +1,275.6% | +76.6% | +1,199.0% | +957.0% |
| All | +3,705.5% | +204.3% | +3,501.2% | +2,265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling