+3,585.6%
PANW vs QLD
+4,582.3%
-996.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -6.8% | -3.8% | -3.0% | -5.1% |
| 30D | -22.1% | -20.5% | -1.5% | -13.1% |
| 3M | -15.2% | -14.6% | -0.6% | -8.8% |
| 6M | +57.0% | -14.7% | +71.7% | +67.4% |
| YTD | +77.2% | +11.2% | +66.0% | +65.2% |
| 1Y | +50.7% | +7.1% | +43.6% | +42.9% |
| 3Y | +157.5% | +141.1% | +16.4% | +59.1% |
| 5Y | +292.3% | +84.3% | +208.0% | +158.5% |
| 10Y | +1,189.0% | +1,450.1% | -261.0% | +146.9% |
| All | +3,585.6% | +4,582.3% | -996.7% | +339.5% |
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