+1,044.2%
BAC vs PANW
+3,566.1%
-2,522.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +1.2% | -6.9% | +8.1% | +2.5% |
| 30D | -0.7% | -7.4% | +6.7% | +0.3% |
| 3M | +16.9% | +26.5% | -9.6% | +10.5% |
| 6M | +29.6% | +104.2% | -74.6% | +10.1% |
| YTD | +15.3% | +82.9% | -67.7% | -0.1% |
| 1Y | +28.8% | +70.7% | -41.9% | +13.0% |
| 3Y | +136.4% | +170.9% | -34.6% | +82.0% |
| 5Y | +72.9% | +334.1% | -261.2% | +15.5% |
| 10Y | +391.8% | +1,275.6% | -883.8% | +139.1% |
| All | +1,044.2% | +3,566.1% | -2,522.0% | +382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling