+161.2%
PANW vs BBY
+42.8%
+118.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -2.7% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -14.6% | +9.4% | -24.0% | -15.9% |
| 3M | +18.3% | +19.3% | -1.0% | +14.5% |
| 6M | +100.5% | +47.9% | +52.6% | +86.6% |
| YTD | +79.5% | +39.6% | +39.9% | +68.0% |
| 1Y | +66.7% | +22.2% | +44.5% | +59.5% |
| 3Y | +161.2% | +45.0% | +116.3% | +141.0% |
| All | +161.2% | +42.8% | +118.5% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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