+1,248.2%
PANW vs PNR
+66.2%
+1,182.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.2% |
| 7D | -0.8% | -6.0% | +5.2% | +1.4% |
| 30D | -14.6% | -14.0% | -0.6% | -10.0% |
| 3M | +18.3% | -21.7% | +40.0% | +27.6% |
| 6M | +100.5% | -37.3% | +137.8% | +133.3% |
| YTD | +79.5% | -45.1% | +124.6% | +118.6% |
| 1Y | +66.7% | -49.1% | +115.8% | +108.9% |
| 3Y | +161.2% | -14.8% | +176.1% | +165.0% |
| 5Y | +322.2% | -21.0% | +343.2% | +325.4% |
| All | +1,248.2% | +66.2% | +1,182.1% | +921.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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