+3,663.5%
PANW vs QLD
+5,328.1%
-1,664.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -10.3% | +0.6% | -10.9% | -10.5% |
| 30D | -8.1% | -0.1% | -8.0% | -7.9% |
| 3M | +19.3% | -8.4% | +27.7% | +23.5% |
| 6M | +110.2% | +32.2% | +78.0% | +81.6% |
| YTD | +80.9% | +28.9% | +52.0% | +57.8% |
| 1Y | +73.3% | +43.8% | +29.4% | +42.9% |
| 3Y | +174.6% | +176.6% | -2.0% | +59.3% |
| 5Y | +327.1% | +121.6% | +205.5% | +157.9% |
| 10Y | +1,277.3% | +1,652.9% | -375.6% | +150.0% |
| All | +3,663.5% | +5,328.1% | -1,664.5% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling