+1,135.8%
PANW vs PLUG
-25.0%
+1,160.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.5% | +10.4% | +0.9% |
| 7D | +2.7% | -23.4% | +26.1% | +5.2% |
| 30D | -14.1% | -23.4% | +9.4% | -12.0% |
| 3M | -18.6% | -51.7% | +33.1% | -13.1% |
| 6M | +41.5% | -72.0% | +113.4% | +58.0% |
| YTD | +74.9% | -43.7% | +118.6% | +80.8% |
| 1Y | +57.4% | -55.4% | +112.8% | +65.7% |
| 3Y | +152.1% | -68.0% | +220.1% | +144.7% |
| 5Y | +275.3% | -97.4% | +372.7% | +359.4% |
| All | +1,135.8% | -25.0% | +1,160.8% | +1,086.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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