+1,248.2%
PANW vs PM
+219.2%
+1,029.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -0.8% | +4.7% | -5.5% | -1.5% |
| 30D | -14.6% | +2.6% | -17.2% | -15.0% |
| 3M | +18.3% | +6.6% | +11.7% | +16.6% |
| 6M | +100.5% | +16.5% | +84.0% | +93.8% |
| YTD | +79.5% | +21.2% | +58.3% | +71.7% |
| 1Y | +66.7% | +17.9% | +48.8% | +60.1% |
| 3Y | +161.2% | +129.8% | +31.4% | +112.6% |
| 5Y | +322.2% | +133.0% | +189.2% | +238.0% |
| All | +1,248.2% | +219.2% | +1,029.0% | +871.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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