+1,248.2%
PANW vs PFGC
+292.9%
+955.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -0.8% | -4.8% | +4.0% | +0.1% |
| 30D | -14.6% | -12.5% | -2.0% | -12.4% |
| 3M | +18.3% | -9.7% | +28.0% | +20.4% |
| 6M | +100.5% | +7.0% | +93.5% | +97.0% |
| YTD | +79.5% | +4.5% | +75.0% | +76.3% |
| 1Y | +66.7% | -11.6% | +78.3% | +69.0% |
| 3Y | +161.2% | +58.5% | +102.7% | +135.1% |
| 5Y | +322.2% | +112.6% | +209.6% | +256.1% |
| All | +1,248.2% | +292.9% | +955.3% | +947.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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