+161.2%
PANW vs PGR
+75.0%
+86.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | -14.6% | +4.9% | -19.5% | -15.0% |
| 3M | +18.3% | +7.6% | +10.6% | +16.3% |
| 6M | +100.5% | +8.3% | +92.2% | +96.6% |
| YTD | +79.5% | +1.7% | +77.8% | +77.8% |
| 1Y | +66.7% | -6.8% | +73.6% | +68.2% |
| 3Y | +161.2% | +73.4% | +87.8% | +156.3% |
| All | +161.2% | +75.0% | +86.3% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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