+3,634.0%
PANW vs PGR
+1,611.0%
+2,023.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -14.6% | +4.9% | -19.5% | -15.9% |
| 3M | +18.3% | +7.6% | +10.6% | +14.7% |
| 6M | +100.5% | +8.3% | +92.2% | +93.7% |
| YTD | +79.5% | +1.7% | +77.8% | +76.3% |
| 1Y | +66.7% | -6.8% | +73.6% | +67.6% |
| 3Y | +161.2% | +73.4% | +87.8% | +113.5% |
| 5Y | +322.2% | +161.2% | +161.0% | +190.6% |
| 10Y | +1,273.8% | +819.5% | +454.3% | +462.1% |
| All | +3,634.0% | +1,611.0% | +2,023.0% | +1,364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling