+66.7%
PANW vs BROS
-32.8%
+99.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -0.8% | -5.8% | +5.0% | -0.3% |
| 30D | -14.6% | -14.0% | -0.6% | -13.4% |
| 3M | +18.3% | -32.5% | +50.8% | +22.7% |
| 6M | +100.5% | -14.9% | +115.4% | +100.5% |
| YTD | +79.5% | -28.3% | +107.8% | +81.0% |
| 1Y | +66.7% | -34.0% | +100.7% | +66.4% |
| All | +66.7% | -32.8% | +99.5% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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