+441.7%
PANW vs PL
+45.6%
+396.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -6.8% | +5.6% | -12.4% | -7.6% |
| 30D | -22.1% | -16.9% | -5.1% | -20.2% |
| 3M | -15.2% | -38.2% | +23.0% | -10.1% |
| 6M | +57.0% | -63.4% | +120.4% | +76.0% |
| YTD | +77.2% | -27.6% | +104.8% | +76.2% |
| 1Y | +50.7% | +6.6% | +44.1% | +40.1% |
| 3Y | +157.5% | +557.6% | -400.1% | +59.0% |
| 5Y | +292.3% | +39.5% | +252.8% | +183.3% |
| All | +441.7% | +45.6% | +396.1% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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