+161.2%
PANW vs QS
-24.6%
+185.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | -0.8% | -3.6% | +2.9% | -0.5% |
| 30D | -14.6% | -17.2% | +2.7% | -13.2% |
| 3M | +18.3% | -27.0% | +45.3% | +21.0% |
| 6M | +100.5% | -24.6% | +125.1% | +103.8% |
| YTD | +79.5% | -49.3% | +128.8% | +86.9% |
| 1Y | +66.7% | -40.3% | +107.1% | +70.7% |
| 3Y | +161.2% | -23.8% | +185.0% | +150.1% |
| All | +161.2% | -24.6% | +185.8% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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