+1,248.2%
PANW vs BAH
+207.9%
+1,040.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -0.8% | +4.3% | -5.0% | -1.9% |
| 30D | -14.6% | -2.5% | -12.1% | -14.0% |
| 3M | +18.3% | -0.9% | +19.2% | +18.1% |
| 6M | +100.5% | +1.5% | +99.0% | +98.2% |
| YTD | +79.5% | -8.0% | +87.5% | +80.5% |
| 1Y | +66.7% | -24.7% | +91.5% | +76.3% |
| 3Y | +161.2% | -28.4% | +189.6% | +167.9% |
| 5Y | +322.2% | +2.8% | +319.4% | +276.4% |
| All | +1,248.2% | +207.9% | +1,040.3% | +850.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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