+3,722.6%
PANW vs SPYG
+780.2%
+2,942.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.9% |
| 7D | +2.0% | -1.8% | +3.8% | +3.9% |
| 30D | -11.8% | -1.9% | -9.9% | -9.9% |
| 3M | +28.6% | +5.2% | +23.4% | +22.6% |
| 6M | +104.4% | +15.6% | +88.9% | +76.8% |
| YTD | +83.8% | +12.4% | +71.3% | +63.2% |
| 1Y | +71.5% | +17.5% | +54.1% | +45.6% |
| 3Y | +172.2% | +98.1% | +74.1% | +34.6% |
| 5Y | +332.2% | +84.9% | +247.3% | +130.6% |
| 10Y | +1,306.4% | +417.7% | +888.7% | +130.7% |
| All | +3,722.6% | +780.2% | +2,942.4% | +289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling