+1,275.6%
PANW vs BURL
+206.3%
+1,069.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.9% | +1.8% |
| 7D | -6.9% | -2.6% | -4.4% | -6.5% |
| 30D | -7.4% | -30.8% | +23.4% | -1.1% |
| 3M | +26.5% | -18.7% | +45.2% | +30.8% |
| 6M | +104.2% | -16.4% | +120.6% | +108.8% |
| YTD | +82.9% | -11.6% | +94.5% | +84.7% |
| 1Y | +70.7% | -12.0% | +82.7% | +71.4% |
| 3Y | +170.9% | +63.6% | +107.3% | +135.3% |
| 5Y | +334.1% | -12.6% | +346.7% | +308.6% |
| 10Y | +1,275.6% | +206.5% | +1,069.1% | +1,168.2% |
| All | +1,275.6% | +206.3% | +1,069.3% | +1,168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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