+167.4%
PANW vs BAM
+48.7%
+118.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +2.0% | -6.1% | +8.0% | +4.7% |
| 30D | -11.8% | -13.8% | +2.0% | -6.0% |
| 3M | +28.6% | +4.4% | +24.2% | +26.1% |
| 6M | +104.4% | +6.4% | +98.0% | +98.1% |
| YTD | +83.8% | -7.1% | +90.8% | +87.7% |
| 1Y | +71.5% | -11.8% | +83.3% | +78.8% |
| All | +167.4% | +48.7% | +118.7% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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