+164.8%
PANW vs PRU
+42.2%
+122.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | +2.0% | -1.9% | +3.9% | +2.8% |
| 30D | -13.0% | -2.6% | -10.4% | -12.1% |
| 3M | +28.6% | +14.7% | +13.9% | +21.2% |
| 6M | +103.0% | +25.7% | +77.3% | +83.3% |
| YTD | +81.9% | +8.3% | +73.7% | +74.9% |
| 1Y | +69.6% | +17.3% | +52.3% | +56.7% |
| All | +164.8% | +42.2% | +122.5% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling