+161.2%
PANW vs PFGC
+58.8%
+102.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -0.8% | -4.8% | +4.0% | +0.3% |
| 30D | -14.6% | -12.5% | -2.0% | -12.0% |
| 3M | +18.3% | -9.7% | +28.0% | +20.6% |
| 6M | +100.5% | +7.0% | +93.5% | +95.4% |
| YTD | +79.5% | +4.5% | +75.0% | +74.0% |
| 1Y | +66.7% | -11.6% | +78.3% | +71.8% |
| 3Y | +161.2% | +58.5% | +102.7% | +117.4% |
| All | +161.2% | +58.8% | +102.4% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling