+161.2%
PANW vs QID
-73.7%
+235.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -3.2% |
| 7D | -0.8% | +1.3% | -2.1% | -0.2% |
| 30D | -14.6% | +2.9% | -17.5% | -13.1% |
| 3M | +18.3% | -0.7% | +19.0% | +20.0% |
| 6M | +100.5% | -29.7% | +130.2% | +75.0% |
| YTD | +79.5% | -27.9% | +107.4% | +59.6% |
| 1Y | +66.7% | -34.6% | +101.3% | +43.0% |
| 3Y | +161.2% | -73.5% | +234.8% | +56.0% |
| All | +161.2% | -73.7% | +235.0% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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