+161.2%
PANW vs BG
+18.0%
+143.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.4% |
| 7D | -0.8% | +3.1% | -3.9% | -0.6% |
| 30D | -14.6% | +10.2% | -24.8% | -14.1% |
| 3M | +18.3% | -1.7% | +20.0% | +18.7% |
| 6M | +100.5% | +1.0% | +99.5% | +101.3% |
| YTD | +79.5% | +39.9% | +39.6% | +81.8% |
| 1Y | +66.7% | +53.2% | +13.5% | +68.9% |
| 3Y | +161.2% | +16.3% | +145.0% | +179.6% |
| All | +161.2% | +18.0% | +143.3% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling