+73.3%
PANW vs BRO
-24.4%
+97.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | -10.3% | -2.6% | -7.7% | -10.2% |
| 30D | -8.1% | +0.9% | -9.0% | -8.2% |
| 3M | +19.3% | +24.8% | -5.4% | +15.9% |
| 6M | +110.2% | -0.1% | +110.3% | +104.0% |
| YTD | +80.9% | -9.7% | +90.6% | +74.9% |
| 1Y | +73.3% | -24.5% | +97.7% | +64.7% |
| All | +73.3% | -24.4% | +97.7% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling