+318.9%
PANW vs BROS
+38.3%
+280.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | +2.0% | -6.6% | +8.6% | +3.1% |
| 30D | -13.0% | -12.3% | -0.6% | -11.3% |
| 3M | +28.6% | -22.2% | +50.8% | +32.8% |
| 6M | +103.0% | -14.3% | +117.2% | +104.9% |
| YTD | +81.9% | -26.6% | +108.5% | +87.9% |
| 1Y | +69.6% | -31.5% | +101.1% | +76.4% |
| 3Y | +169.4% | +62.3% | +107.2% | +133.6% |
| All | +318.9% | +38.3% | +280.6% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling