+316.7%
PANW vs SCHG
+84.3%
+232.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -3.2% |
| 7D | -0.8% | -1.0% | +0.3% | +0.2% |
| 30D | -14.6% | -1.3% | -13.3% | -13.3% |
| 3M | +18.3% | +5.4% | +12.8% | +12.6% |
| 6M | +100.5% | +14.4% | +86.1% | +76.1% |
| YTD | +79.5% | +8.0% | +71.5% | +67.1% |
| 1Y | +66.7% | +12.7% | +54.0% | +48.8% |
| 3Y | +161.2% | +85.6% | +75.6% | +40.5% |
| All | +316.7% | +84.3% | +232.4% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling