+97.7%
PANW vs BTSG
+382.3%
-284.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.6% | +7.6% | +2.3% |
| 7D | +2.0% | -5.8% | +7.8% | +3.1% |
| 30D | -11.8% | 0.0% | -11.8% | -12.0% |
| 3M | +28.6% | -4.5% | +33.1% | +28.3% |
| 6M | +104.4% | +40.0% | +64.4% | +86.7% |
| YTD | +83.8% | +54.6% | +29.2% | +63.2% |
| 1Y | +71.5% | +106.1% | -34.6% | +41.2% |
| All | +97.7% | +382.3% | -284.6% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling