+136.5%
BAC vs PANW
+164.6%
-28.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -2.8% | -14.6% | +11.8% | -1.1% |
| 3M | +14.2% | +18.3% | -4.1% | +11.1% |
| 6M | +30.5% | +100.5% | -69.9% | +17.0% |
| YTD | +15.8% | +79.5% | -63.7% | +5.3% |
| 1Y | +26.2% | +66.7% | -40.6% | +16.0% |
| 3Y | +136.5% | +161.2% | -24.7% | +102.1% |
| All | +136.5% | +164.6% | -28.1% | +102.1% |
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