+655.9%
PANW vs QS
-46.4%
+702.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.3% |
| 3M | +18.3% | -27.0% | +45.3% | +20.9% |
| 6M | +100.5% | -24.6% | +125.1% | +103.5% |
| YTD | +79.5% | -49.3% | +128.8% | +86.9% |
| 1Y | +66.7% | -40.3% | +107.1% | +70.1% |
| 3Y | +161.2% | -23.8% | +185.0% | +149.0% |
| 5Y | +322.2% | -75.0% | +397.1% | +313.5% |
| All | +655.9% | -46.4% | +702.3% | +737.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling