+1,238.7%
PANW vs PR
+152.6%
+1,086.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -14.2% | -16.4% | +2.2% | -13.1% |
| 30D | -22.6% | -1.9% | -20.7% | -22.5% |
| 3M | -12.7% | +8.0% | -20.7% | -13.2% |
| 6M | +70.9% | +4.1% | +66.8% | +70.0% |
| YTD | +70.4% | +58.7% | +11.7% | +64.1% |
| 1Y | +48.5% | +75.8% | -27.4% | +41.9% |
| 3Y | +164.8% | +73.2% | +91.7% | +151.7% |
| 5Y | +281.4% | +230.1% | +51.2% | +242.8% |
| 10Y | +1,172.3% | +67.4% | +1,105.0% | +1,083.5% |
| All | +1,238.7% | +152.6% | +1,086.2% | +1,128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling