+273.6%
PANW vs BAM
+78.0%
+195.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -10.3% | -2.0% | -8.3% | -9.6% |
| 30D | -8.1% | -2.9% | -5.2% | -7.0% |
| 3M | +19.3% | +9.4% | +10.0% | +15.0% |
| 6M | +110.2% | +10.8% | +99.4% | +101.0% |
| YTD | +80.9% | -0.4% | +81.4% | +79.7% |
| 1Y | +73.3% | -10.9% | +84.1% | +79.3% |
| 3Y | +174.6% | +61.3% | +113.4% | +130.2% |
| All | +273.6% | +78.0% | +195.7% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling