+977.1%
BE vs PANW
+863.1%
+114.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | +23.9% | +2.0% | +21.9% | +22.7% |
| 30D | +27.8% | -13.0% | +40.8% | +36.0% |
| 3M | +3.7% | +28.6% | -24.9% | -11.7% |
| 6M | +78.0% | +103.0% | -25.0% | +13.0% |
| YTD | +209.9% | +81.9% | +128.0% | +106.6% |
| 1Y | +389.6% | +69.6% | +320.0% | +245.1% |
| 3Y | +1,730.6% | +169.4% | +1,561.2% | +754.4% |
| 5Y | +1,227.8% | +331.0% | +896.8% | +307.4% |
| All | +977.1% | +863.1% | +114.1% | +43.9% |
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