+1,248.2%
PANW vs PWR
+2,544.4%
-1,296.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.5% | -4.0% |
| 7D | -0.8% | +4.2% | -5.0% | -2.2% |
| 30D | -14.6% | -4.0% | -10.5% | -13.6% |
| 3M | +18.3% | -4.8% | +23.1% | +18.9% |
| 6M | +100.5% | +14.6% | +85.8% | +85.8% |
| YTD | +79.5% | +54.2% | +25.3% | +47.9% |
| 1Y | +66.7% | +67.1% | -0.4% | +32.6% |
| 3Y | +161.2% | +218.5% | -57.2% | +56.7% |
| 5Y | +322.2% | +466.3% | -144.1% | +99.5% |
| All | +1,248.2% | +2,544.4% | -1,296.2% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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