+1,248.2%
PANW vs TROW
+130.0%
+1,118.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | -0.8% | -3.2% | +2.4% | +0.7% |
| 30D | -14.6% | -4.6% | -10.0% | -12.8% |
| 3M | +18.3% | -0.7% | +18.9% | +18.3% |
| 6M | +100.5% | +22.2% | +78.3% | +82.5% |
| YTD | +79.5% | +6.6% | +72.9% | +73.1% |
| 1Y | +66.7% | +5.8% | +60.9% | +61.0% |
| 3Y | +161.2% | +11.6% | +149.6% | +140.7% |
| 5Y | +322.2% | -38.9% | +361.1% | +391.8% |
| All | +1,248.2% | +130.0% | +1,118.2% | +811.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling