+1,148.5%
PANW vs BURL
+261.4%
+887.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.2% | +4.7% |
| 7D | -5.9% | +7.7% | -13.6% | -7.2% |
| 30D | -21.0% | -7.1% | -13.8% | -20.0% |
| 3M | -9.1% | -30.3% | +21.2% | -3.2% |
| 6M | +59.2% | -15.5% | +74.7% | +62.6% |
| YTD | +79.6% | -11.0% | +90.6% | +80.7% |
| 1Y | +55.9% | -8.4% | +64.3% | +55.2% |
| 3Y | +172.8% | +96.7% | +76.1% | +128.7% |
| 5Y | +287.5% | -14.1% | +301.6% | +265.7% |
| 10Y | +1,148.5% | +255.1% | +893.4% | +1,115.1% |
| All | +1,148.5% | +261.4% | +887.1% | +1,115.1% |
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