+93.1%
PANW vs BTSG
+389.4%
-296.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.6% |
| 7D | -0.8% | -3.3% | +2.5% | -0.2% |
| 30D | -14.6% | -1.6% | -13.0% | -14.5% |
| 3M | +18.3% | -6.9% | +25.2% | +18.6% |
| 6M | +100.5% | +42.1% | +58.4% | +82.5% |
| YTD | +79.5% | +56.8% | +22.7% | +58.9% |
| 1Y | +66.7% | +109.8% | -43.1% | +36.7% |
| All | +93.1% | +389.4% | -296.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling