+1,568.4%
PANW vs QSR
+205.8%
+1,362.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -0.8% | -4.0% | +3.2% | +0.6% |
| 30D | -14.6% | +2.8% | -17.3% | -15.6% |
| 3M | +18.3% | +5.1% | +13.2% | +15.3% |
| 6M | +100.5% | +8.8% | +91.7% | +92.3% |
| YTD | +79.5% | +14.8% | +64.7% | +68.2% |
| 1Y | +66.7% | +25.7% | +41.0% | +50.5% |
| 3Y | +161.2% | +27.5% | +133.7% | +130.4% |
| 5Y | +322.2% | +41.3% | +280.9% | +253.7% |
| 10Y | +1,273.8% | +133.8% | +1,140.0% | +792.2% |
| All | +1,568.4% | +205.8% | +1,362.7% | +892.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling