+3,684.3%
PANW vs BB
+11.2%
+3,673.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.3% |
| 7D | +2.0% | +1.8% | +0.2% | +1.7% |
| 30D | -13.0% | -12.2% | -0.7% | -11.0% |
| 3M | +28.6% | -12.3% | +41.0% | +30.9% |
| 6M | +103.0% | +122.7% | -19.7% | +77.1% |
| YTD | +81.9% | +104.5% | -22.6% | +60.9% |
| 1Y | +69.6% | +106.7% | -37.0% | +49.2% |
| 3Y | +169.4% | +70.0% | +99.5% | +134.6% |
| 5Y | +331.0% | -27.8% | +358.8% | +309.0% |
| 10Y | +1,292.3% | +2.4% | +1,289.9% | +959.4% |
| All | +3,684.3% | +11.2% | +3,673.1% | +2,785.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling