+316.7%
PANW vs BRO
+17.6%
+299.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -0.8% | -7.3% | +6.5% | +2.1% |
| 30D | -14.6% | -6.9% | -7.7% | -12.5% |
| 3M | +18.3% | +10.7% | +7.6% | +11.5% |
| 6M | +100.5% | -2.7% | +103.2% | +99.8% |
| YTD | +79.5% | -16.3% | +95.8% | +90.5% |
| 1Y | +66.7% | -29.1% | +95.8% | +91.0% |
| 3Y | +161.2% | -7.8% | +169.1% | +155.0% |
| All | +316.7% | +17.6% | +299.0% | +253.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling