+1,248.2%
PANW vs BG
+166.7%
+1,081.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.0% |
| 7D | -0.8% | +3.1% | -3.9% | -1.3% |
| 30D | -14.6% | +10.2% | -24.8% | -16.1% |
| 3M | +18.3% | -1.7% | +20.0% | +18.2% |
| 6M | +100.5% | +1.0% | +99.5% | +98.9% |
| YTD | +79.5% | +39.9% | +39.6% | +67.1% |
| 1Y | +66.7% | +53.2% | +13.5% | +51.8% |
| 3Y | +161.2% | +16.3% | +145.0% | +148.5% |
| 5Y | +322.2% | +83.9% | +238.3% | +254.6% |
| All | +1,248.2% | +166.7% | +1,081.5% | +866.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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