+1,135.8%
PANW vs PR
+86.0%
+1,049.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.2% |
| 7D | +2.7% | +6.0% | -3.3% | +2.3% |
| 30D | -14.1% | -4.2% | -9.9% | -13.8% |
| 3M | -18.6% | +10.0% | -28.6% | -19.2% |
| 6M | +41.5% | +15.6% | +25.9% | +39.7% |
| YTD | +74.9% | +68.2% | +6.8% | +67.8% |
| 1Y | +57.4% | +79.2% | -21.8% | +50.2% |
| 3Y | +152.1% | +94.9% | +57.2% | +137.7% |
| 5Y | +275.3% | +272.8% | +2.5% | +234.9% |
| All | +1,135.8% | +86.0% | +1,049.8% | +1,058.3% |
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