+92.9%
QQQ vs PANW
+164.6%
-71.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.4% |
| 7D | -0.6% | -0.8% | +0.2% | -0.4% |
| 30D | -1.2% | -14.6% | +13.3% | +2.1% |
| 3M | -0.2% | +18.3% | -18.5% | -5.1% |
| 6M | +17.9% | +100.5% | -82.6% | -2.5% |
| YTD | +16.6% | +79.5% | -62.9% | -1.0% |
| 1Y | +23.0% | +66.7% | -43.7% | +6.4% |
| 3Y | +92.9% | +161.2% | -68.3% | +40.7% |
| All | +92.9% | +164.6% | -71.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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