+3,543.8%
PANW vs PPL
+146.4%
+3,397.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.4% |
| 7D | +2.5% | -2.2% | +4.7% | +3.0% |
| 30D | -18.7% | +1.7% | -20.4% | -19.1% |
| 3M | -16.6% | +0.1% | -16.7% | -16.8% |
| 6M | +49.7% | -1.5% | +51.2% | +49.4% |
| YTD | +75.2% | +3.0% | +72.2% | +72.8% |
| 1Y | +53.6% | -1.4% | +55.1% | +53.0% |
| 3Y | +154.6% | +53.5% | +101.1% | +126.4% |
| 5Y | +275.8% | +46.4% | +229.4% | +236.4% |
| 10Y | +1,140.9% | +64.3% | +1,076.7% | +947.9% |
| All | +3,543.8% | +146.4% | +3,397.4% | +2,587.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling