+396.6%
PANW vs BTDR
+19.6%
+377.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -2.6% |
| 7D | -0.8% | -3.4% | +2.6% | -0.6% |
| 30D | -14.6% | +32.6% | -47.2% | -16.3% |
| 3M | +18.3% | -32.2% | +50.5% | +20.2% |
| 6M | +100.5% | +52.4% | +48.1% | +91.3% |
| YTD | +79.5% | +6.7% | +72.8% | +74.6% |
| 1Y | +66.7% | -15.2% | +82.0% | +62.3% |
| 3Y | +161.2% | +14.9% | +146.3% | +127.9% |
| 5Y | +322.2% | +20.8% | +301.4% | +244.0% |
| All | +396.6% | +19.6% | +377.0% | +306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling