+381.5%
PANW vs BOXX
+18.5%
+363.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -14.6% | +0.3% | -14.9% | -14.3% |
| 3M | +18.3% | +1.0% | +17.2% | +19.4% |
| 6M | +100.5% | +1.9% | +98.5% | +102.3% |
| YTD | +79.5% | +2.7% | +76.8% | +82.6% |
| 1Y | +66.7% | +4.0% | +62.7% | +74.1% |
| 3Y | +161.2% | +14.7% | +146.6% | +406.3% |
| All | +381.5% | +18.5% | +363.1% | +1,291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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