+742.6%
PANW vs PINS
-19.8%
+762.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.8% | -2.6% |
| 7D | -0.8% | -6.6% | +5.8% | +0.6% |
| 30D | -14.6% | -16.8% | +2.2% | -11.3% |
| 3M | +18.3% | -11.4% | +29.7% | +20.7% |
| 6M | +100.5% | -1.7% | +102.2% | +98.8% |
| YTD | +79.5% | -26.4% | +105.9% | +88.5% |
| 1Y | +66.7% | -45.5% | +112.2% | +85.8% |
| 3Y | +161.2% | -31.7% | +193.0% | +165.1% |
| 5Y | +322.2% | -64.9% | +387.1% | +356.4% |
| All | +742.6% | -19.8% | +762.4% | +558.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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