+161.2%
PANW vs SPYG
+98.4%
+62.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -3.1% |
| 7D | -0.8% | -0.9% | +0.1% | +0.1% |
| 30D | -14.6% | -1.5% | -13.1% | -13.1% |
| 3M | +18.3% | +3.7% | +14.6% | +14.3% |
| 6M | +100.5% | +16.4% | +84.1% | +73.2% |
| YTD | +79.5% | +13.3% | +66.2% | +59.1% |
| 1Y | +66.7% | +17.9% | +48.9% | +42.0% |
| 3Y | +161.2% | +98.3% | +62.9% | +19.6% |
| All | +161.2% | +98.4% | +62.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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