+1,280.2%
PANW vs PLD
+247.3%
+1,032.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +2.0% | -2.8% | +4.8% | +3.0% |
| 30D | -11.8% | -3.6% | -8.2% | -10.6% |
| 3M | +28.6% | -7.1% | +35.7% | +31.6% |
| 6M | +104.4% | +0.2% | +104.2% | +102.6% |
| YTD | +83.8% | +6.9% | +76.9% | +77.2% |
| 1Y | +71.5% | +25.0% | +46.5% | +55.5% |
| 3Y | +172.2% | +20.8% | +151.4% | +143.0% |
| 5Y | +332.2% | +16.2% | +316.0% | +285.5% |
| All | +1,280.2% | +247.3% | +1,032.9% | +793.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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