+100.5%
PANW vs PGR
+5.4%
+95.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.9% |
| 30D | -14.6% | +4.9% | -19.5% | -13.7% |
| 3M | +18.3% | +7.6% | +10.6% | +16.9% |
| 6M | +100.5% | +8.3% | +92.2% | +96.5% |
| All | +100.5% | +5.4% | +95.1% | +96.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling