+1,080.8%
PANW vs PFGC
+396.6%
+684.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.3% |
| 7D | +2.0% | -4.8% | +6.8% | +2.9% |
| 30D | -11.8% | -17.2% | +5.4% | -8.7% |
| 3M | +28.6% | -6.3% | +34.9% | +30.0% |
| 6M | +104.4% | +8.8% | +95.6% | +100.2% |
| YTD | +83.8% | +4.9% | +78.8% | +80.4% |
| 1Y | +71.5% | -9.5% | +81.0% | +73.0% |
| 3Y | +172.2% | +59.6% | +112.6% | +144.7% |
| 5Y | +332.2% | +113.5% | +218.7% | +264.3% |
| 10Y | +1,306.4% | +292.8% | +1,013.6% | +937.9% |
| All | +1,080.8% | +396.6% | +684.2% | +728.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling