+171.6%
PANW vs BURL
+66.7%
+104.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | -10.3% | -2.8% | -7.5% | -10.0% |
| 30D | -8.1% | -28.2% | +20.1% | -3.6% |
| 3M | +19.3% | -17.6% | +36.9% | +22.3% |
| 6M | +110.2% | -11.8% | +122.0% | +111.3% |
| YTD | +80.9% | -8.1% | +89.1% | +80.3% |
| 1Y | +73.3% | -12.0% | +85.2% | +73.2% |
| All | +171.6% | +66.7% | +104.9% | +142.6% |
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