+1,248.2%
PANW vs PFE
+35.4%
+1,212.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -0.8% | -2.6% | +1.8% | -0.3% |
| 30D | -14.6% | +5.4% | -19.9% | -15.6% |
| 3M | +18.3% | +7.8% | +10.5% | +16.3% |
| 6M | +100.5% | +5.0% | +95.5% | +98.0% |
| YTD | +79.5% | +17.1% | +62.4% | +73.3% |
| 1Y | +66.7% | +19.3% | +47.4% | +59.9% |
| 3Y | +161.2% | -0.9% | +162.2% | +157.7% |
| 5Y | +322.2% | -20.8% | +343.0% | +333.0% |
| All | +1,248.2% | +35.4% | +1,212.9% | +1,045.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 10y: compounded portfolio wealth divided by compounded PFE 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…
10y analysis · Full analysis span regression · 6 months rolling