+316.7%
PANW vs PG
+14.0%
+302.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.4% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -14.6% | +0.8% | -15.4% | -14.6% |
| 3M | +18.3% | -1.3% | +19.6% | +18.3% |
| 6M | +100.5% | -3.8% | +104.3% | +101.3% |
| YTD | +79.5% | +3.6% | +75.9% | +77.0% |
| 1Y | +66.7% | -5.7% | +72.4% | +67.7% |
| 3Y | +161.2% | +1.6% | +159.7% | +154.7% |
| All | +316.7% | +14.0% | +302.6% | +302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 5y: compounded portfolio wealth divided by compounded PG 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…
5y analysis · Full analysis span regression · 6 months rolling