+62.2%
PANW vs PFG
+46.8%
+15.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.4% |
| 7D | -11.8% | +4.9% | -16.7% | -12.6% |
| 30D | -14.4% | +5.7% | -20.1% | -15.4% |
| 3M | -5.0% | +2.6% | -7.6% | -5.3% |
| 6M | +88.6% | +19.8% | +68.8% | +80.0% |
| YTD | +88.9% | +36.3% | +52.7% | +74.6% |
| 1Y | +62.2% | +47.9% | +14.4% | +44.0% |
| All | +62.2% | +46.8% | +15.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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