+267.6%
PANW vs PR
+222.5%
+45.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -14.2% | -16.4% | +2.2% | -12.0% |
| 30D | -22.6% | -1.9% | -20.7% | -22.4% |
| 3M | -12.7% | +8.0% | -20.7% | -13.8% |
| 6M | +70.9% | +4.1% | +66.8% | +69.0% |
| YTD | +70.4% | +58.7% | +11.7% | +56.4% |
| 1Y | +48.5% | +75.8% | -27.4% | +33.8% |
| 3Y | +164.8% | +73.2% | +91.7% | +134.4% |
| All | +267.6% | +222.5% | +45.0% | +187.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling