+316.7%
PANW vs BTDR
+20.7%
+296.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +127.8% |
| All | +316.7% | +20.7% | +296.0% | +242.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling