+161.2%
PANW vs BB
+64.9%
+96.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -14.6% | -12.5% | -2.0% | -12.0% |
| 3M | +18.3% | -17.4% | +35.7% | +22.6% |
| 6M | +100.5% | +119.1% | -18.7% | +70.5% |
| YTD | +79.5% | +102.4% | -22.9% | +55.0% |
| 1Y | +66.7% | +98.2% | -31.5% | +43.9% |
| 3Y | +161.2% | +46.9% | +114.3% | +105.0% |
| All | +161.2% | +64.9% | +96.3% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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