+161.2%
PANW vs PBR
+99.7%
+61.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | -0.8% | +5.4% | -6.2% | -1.1% |
| 30D | -14.6% | +22.9% | -37.4% | -15.8% |
| 3M | +18.3% | +19.6% | -1.3% | +16.9% |
| 6M | +100.5% | +16.5% | +84.0% | +97.5% |
| YTD | +79.5% | +86.7% | -7.1% | +66.2% |
| 1Y | +66.7% | +74.7% | -8.0% | +55.7% |
| 3Y | +161.2% | +102.6% | +58.7% | +129.1% |
| All | +161.2% | +99.7% | +61.5% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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