+392.9%
BAC vs PANW
+1,278.8%
-885.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -2.8% | -14.6% | +11.8% | -0.1% |
| 3M | +14.2% | +18.3% | -4.1% | +9.3% |
| 6M | +30.5% | +100.5% | -69.9% | +10.7% |
| YTD | +15.8% | +79.5% | -63.7% | +0.2% |
| 1Y | +26.2% | +66.7% | -40.6% | +10.8% |
| 3Y | +136.5% | +161.2% | -24.7% | +80.9% |
| 5Y | +75.9% | +322.2% | -246.2% | +14.4% |
| All | +392.9% | +1,278.8% | -885.9% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling