+172.8%
PANW vs QLD
+149.9%
+22.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.8% | -1.4% | +2.1% |
| 7D | -5.9% | -1.4% | -4.5% | -5.3% |
| 30D | -21.0% | -19.6% | -1.4% | -12.3% |
| 3M | -9.1% | -14.1% | +5.1% | -2.4% |
| 6M | +59.2% | -13.6% | +72.8% | +68.7% |
| YTD | +79.6% | +12.5% | +67.1% | +66.4% |
| 1Y | +55.9% | +13.1% | +42.7% | +43.7% |
| 3Y | +172.8% | +154.7% | +18.1% | +47.3% |
| All | +172.8% | +149.9% | +22.9% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling