+408.4%
PANW vs BTDR
+15.3%
+393.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.4% |
| 7D | +2.0% | -3.2% | +5.2% | +2.2% |
| 30D | -11.8% | +32.7% | -44.5% | -13.6% |
| 3M | +28.6% | -28.4% | +57.0% | +30.2% |
| 6M | +104.4% | +51.7% | +52.7% | +95.2% |
| YTD | +83.8% | +2.9% | +80.9% | +79.2% |
| 1Y | +71.5% | -15.5% | +87.0% | +67.0% |
| 3Y | +172.2% | 0.0% | +172.2% | +139.1% |
| 5Y | +332.2% | +16.5% | +315.8% | +253.1% |
| All | +408.4% | +15.3% | +393.1% | +317.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling