+170.9%
PANW vs PPL
+56.5%
+114.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -6.9% | +1.8% | -8.7% | -6.8% |
| 30D | -7.4% | -1.1% | -6.3% | -7.4% |
| 3M | +26.5% | 0.0% | +26.5% | +26.5% |
| 6M | +104.2% | -7.6% | +111.8% | +104.1% |
| YTD | +82.9% | +1.7% | +81.2% | +82.9% |
| 1Y | +70.7% | +1.5% | +69.2% | +70.7% |
| 3Y | +170.9% | +55.3% | +115.7% | +187.2% |
| All | +170.9% | +56.5% | +114.5% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 3y: compounded portfolio wealth divided by compounded PPL 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…
3y analysis · Full analysis span regression · 6 months rolling