+1,248.2%
PANW vs BAX
-38.1%
+1,286.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -0.8% | -7.9% | +7.1% | +0.8% |
| 30D | -14.6% | -11.7% | -2.9% | -12.5% |
| 3M | +18.3% | +16.2% | +2.1% | +14.2% |
| 6M | +100.5% | +32.0% | +68.5% | +87.7% |
| YTD | +79.5% | +24.7% | +54.8% | +68.2% |
| 1Y | +66.7% | -2.6% | +69.3% | +64.7% |
| 3Y | +161.2% | -35.0% | +196.2% | +176.7% |
| 5Y | +322.2% | -67.6% | +389.8% | +451.4% |
| All | +1,248.2% | -38.1% | +1,286.4% | +1,266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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