+152.1%
PANW vs PFE
+19.5%
+132.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +2.7% | -1.7% | +4.4% | +2.8% |
| 30D | -14.1% | +0.3% | -14.4% | -14.0% |
| 3M | -18.6% | +9.4% | -28.0% | -19.1% |
| 6M | +41.5% | +14.9% | +26.6% | +40.1% |
| YTD | +74.9% | +23.8% | +51.1% | +72.4% |
| 1Y | +57.4% | +19.5% | +37.8% | +55.4% |
| 3Y | +152.1% | +21.0% | +131.1% | +143.4% |
| All | +152.1% | +19.5% | +132.6% | +143.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling