+100.5%
PANW vs BG
+3.4%
+97.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.6% |
| 7D | -0.8% | +3.1% | -3.9% | -0.2% |
| 30D | -14.6% | +10.2% | -24.8% | -13.2% |
| 3M | +18.3% | -1.7% | +20.0% | +21.3% |
| 6M | +100.5% | +1.0% | +99.5% | +104.0% |
| All | +100.5% | +3.4% | +97.0% | +104.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling