+3,634.0%
PANW vs SPG
+165.5%
+3,468.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -14.6% | -6.1% | -8.4% | -13.4% |
| 3M | +18.3% | -3.6% | +21.9% | +19.1% |
| 6M | +100.5% | +10.4% | +90.1% | +95.3% |
| YTD | +79.5% | +14.4% | +65.1% | +73.2% |
| 1Y | +66.7% | +16.5% | +50.2% | +60.0% |
| 3Y | +161.2% | +106.8% | +54.4% | +120.2% |
| 5Y | +322.2% | +108.9% | +213.3% | +251.8% |
| 10Y | +1,273.8% | +63.9% | +1,209.9% | +1,144.6% |
| All | +3,634.0% | +165.5% | +3,468.5% | +2,705.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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