+70.7%
PANW vs BURL
-12.4%
+83.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.9% | +1.1% |
| 7D | -6.9% | -2.6% | -4.4% | -6.9% |
| 30D | -7.4% | -30.8% | +23.4% | -6.9% |
| 3M | +26.5% | -18.7% | +45.2% | +26.4% |
| 6M | +104.2% | -16.4% | +120.6% | +101.8% |
| YTD | +82.9% | -11.6% | +94.5% | +80.4% |
| 1Y | +70.7% | -12.0% | +82.7% | +65.8% |
| All | +70.7% | -12.4% | +83.1% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling