+1,135.8%
PANW vs QLD
+1,468.8%
-333.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +1.0% |
| 7D | +2.7% | +7.0% | -4.3% | -0.5% |
| 30D | -14.1% | -14.3% | +0.2% | -7.9% |
| 3M | -18.6% | -16.0% | -2.6% | -12.1% |
| 6M | +41.5% | -14.2% | +55.7% | +50.1% |
| YTD | +74.9% | +12.8% | +62.2% | +62.7% |
| 1Y | +57.4% | +14.1% | +43.3% | +45.4% |
| 3Y | +152.1% | +146.0% | +6.1% | +58.3% |
| 5Y | +275.3% | +82.0% | +193.3% | +153.4% |
| All | +1,135.8% | +1,468.8% | -333.0% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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