+3,636.8%
PANW vs QLD
+4,639.2%
-1,002.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.8% | -1.4% | +2.2% |
| 7D | -5.9% | -1.4% | -4.5% | -5.3% |
| 30D | -21.0% | -19.6% | -1.4% | -12.4% |
| 3M | -9.1% | -14.1% | +5.1% | -2.5% |
| 6M | +59.2% | -13.6% | +72.8% | +68.7% |
| YTD | +79.6% | +12.5% | +67.1% | +66.5% |
| 1Y | +55.9% | +13.1% | +42.7% | +43.9% |
| 3Y | +172.8% | +154.7% | +18.1% | +64.3% |
| 5Y | +287.5% | +81.1% | +206.4% | +157.5% |
| 10Y | +1,148.5% | +1,418.0% | -269.5% | +142.4% |
| All | +3,636.8% | +4,639.2% | -1,002.4% | +343.0% |
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