+73.1%
BAC vs PANW
+320.3%
-247.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | +14.2% | +18.3% | -4.1% | +10.6% |
| 6M | +30.5% | +100.5% | -69.9% | +15.4% |
| YTD | +15.8% | +79.5% | -63.7% | +4.0% |
| 1Y | +26.2% | +66.7% | -40.6% | +14.6% |
| 3Y | +136.5% | +161.2% | -24.7% | +94.2% |
| All | +73.1% | +320.3% | -247.2% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling