+161.2%
PANW vs QSR
+25.8%
+135.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -0.8% | -4.0% | +3.2% | -0.2% |
| 30D | -14.6% | +2.8% | -17.3% | -15.1% |
| 3M | +18.3% | +5.1% | +13.2% | +16.8% |
| 6M | +100.5% | +8.8% | +91.7% | +95.6% |
| YTD | +79.5% | +14.8% | +64.7% | +72.7% |
| 1Y | +66.7% | +25.7% | +41.0% | +56.3% |
| 3Y | +161.2% | +27.5% | +133.7% | +140.0% |
| All | +161.2% | +25.8% | +135.4% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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