+1,248.2%
PANW vs PRU
+140.2%
+1,108.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -3.0% | -2.5% |
| 7D | -0.8% | -2.3% | +1.5% | 0.0% |
| 30D | -14.6% | -1.7% | -12.8% | -14.1% |
| 3M | +18.3% | +13.2% | +5.0% | +13.3% |
| 6M | +100.5% | +28.8% | +71.7% | +83.7% |
| YTD | +79.5% | +9.8% | +69.7% | +73.2% |
| 1Y | +66.7% | +17.4% | +49.4% | +56.9% |
| 3Y | +161.2% | +44.9% | +116.3% | +127.8% |
| 5Y | +322.2% | +46.6% | +275.6% | +263.7% |
| All | +1,248.2% | +140.2% | +1,108.0% | +815.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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