+264.0%
PANW vs BURL
-17.2%
+281.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -14.2% | +4.1% | -18.3% | -14.9% |
| 30D | -22.6% | -9.5% | -13.2% | -21.2% |
| 3M | -12.7% | -33.5% | +20.8% | -5.9% |
| 6M | +70.9% | -22.1% | +93.0% | +77.2% |
| YTD | +70.4% | -14.6% | +85.0% | +72.5% |
| 1Y | +48.5% | -8.4% | +56.8% | +47.2% |
| 3Y | +164.8% | +86.6% | +78.3% | +118.5% |
| All | +264.0% | -17.2% | +281.2% | +245.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling