+316.7%
PANW vs PHM
+156.2%
+160.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.7% |
| 7D | -0.8% | -5.0% | +4.2% | +0.3% |
| 30D | -14.6% | -8.4% | -6.1% | -13.0% |
| 3M | +18.3% | -4.4% | +22.7% | +18.8% |
| 6M | +100.5% | -3.7% | +104.2% | +100.1% |
| YTD | +79.5% | +1.3% | +78.2% | +75.5% |
| 1Y | +66.7% | -14.0% | +80.7% | +70.1% |
| 3Y | +161.2% | +48.1% | +113.1% | +110.4% |
| All | +316.7% | +156.2% | +160.5% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling