+1,248.2%
PANW vs PHM
+568.1%
+680.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.7% |
| 7D | -0.8% | -5.0% | +4.2% | +0.4% |
| 30D | -14.6% | -8.4% | -6.1% | -12.9% |
| 3M | +18.3% | -4.4% | +22.7% | +18.9% |
| 6M | +100.5% | -3.7% | +104.2% | +100.3% |
| YTD | +79.5% | +1.3% | +78.2% | +75.9% |
| 1Y | +66.7% | -14.0% | +80.7% | +69.9% |
| 3Y | +161.2% | +48.1% | +113.1% | +121.5% |
| 5Y | +322.2% | +158.8% | +163.4% | +195.3% |
| All | +1,248.2% | +568.1% | +680.1% | +642.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling