+161.2%
PANW vs BX
+25.1%
+136.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -3.2% |
| 7D | -0.8% | -5.6% | +4.8% | +1.3% |
| 30D | -14.6% | -12.2% | -2.3% | -10.4% |
| 3M | +18.3% | +7.4% | +10.9% | +15.1% |
| 6M | +100.5% | +22.2% | +78.3% | +85.1% |
| YTD | +79.5% | -14.0% | +93.5% | +87.4% |
| 1Y | +66.7% | -27.3% | +94.0% | +85.1% |
| 3Y | +161.2% | +24.5% | +136.7% | +136.6% |
| All | +161.2% | +25.1% | +136.2% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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