+1,248.2%
PANW vs PPG
+26.9%
+1,221.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -0.8% | -6.2% | +5.5% | +1.4% |
| 30D | -14.6% | -7.9% | -6.6% | -12.3% |
| 3M | +18.3% | -10.2% | +28.5% | +22.2% |
| 6M | +100.5% | +2.7% | +97.8% | +96.2% |
| YTD | +79.5% | +4.9% | +74.6% | +72.9% |
| 1Y | +66.7% | -3.2% | +69.9% | +65.1% |
| 3Y | +161.2% | -17.0% | +178.2% | +168.8% |
| 5Y | +322.2% | -23.3% | +345.5% | +335.5% |
| All | +1,248.2% | +26.9% | +1,221.3% | +983.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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