+152.1%
PANW vs BURL
+87.4%
+64.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +0.4% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | -14.1% | -7.7% | -6.3% | -13.1% |
| 3M | -18.6% | -31.7% | +13.0% | -14.0% |
| 6M | +41.5% | -15.2% | +56.6% | +43.4% |
| YTD | +74.9% | -15.9% | +90.9% | +76.4% |
| 1Y | +57.4% | -14.2% | +71.6% | +57.3% |
| 3Y | +152.1% | +93.5% | +58.6% | +130.0% |
| All | +152.1% | +87.4% | +64.7% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling