+1,292.3%
PANW vs PR
+88.3%
+1,204.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +2.0% | -0.8% | +2.9% | +2.1% |
| 30D | -13.0% | +11.3% | -24.2% | -13.6% |
| 3M | +28.6% | +24.1% | +4.6% | +26.5% |
| 6M | +103.0% | +25.4% | +77.6% | +99.1% |
| YTD | +81.9% | +71.2% | +10.7% | +74.3% |
| 1Y | +69.6% | +78.6% | -9.0% | +61.9% |
| 3Y | +169.4% | +85.2% | +84.2% | +154.8% |
| 5Y | +331.0% | +419.0% | -88.0% | +277.2% |
| 10Y | +1,292.3% | +86.2% | +1,206.0% | +1,214.9% |
| All | +1,292.3% | +88.3% | +1,204.0% | +1,214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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