+1,292.1%
PANW vs PR
+152.2%
+1,139.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | -6.8% | -9.5% | +2.7% | -6.2% |
| 30D | -22.1% | -5.7% | -16.4% | -21.8% |
| 3M | -15.2% | +3.0% | -18.2% | -15.5% |
| 6M | +57.0% | +11.8% | +45.2% | +55.4% |
| YTD | +77.2% | +58.5% | +18.7% | +70.6% |
| 1Y | +50.7% | +69.9% | -19.2% | +44.4% |
| 3Y | +157.5% | +84.9% | +72.6% | +143.7% |
| 5Y | +292.3% | +246.4% | +45.8% | +251.7% |
| 10Y | +1,189.0% | +70.3% | +1,118.7% | +1,096.8% |
| All | +1,292.1% | +152.2% | +1,139.9% | +1,177.0% |
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