+42.1%
EWY vs PANW
+98.4%
-56.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.6% | +3.9% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | +7.3% | -14.6% | +21.9% | +11.9% |
| 3M | -5.1% | +18.3% | -23.4% | -12.3% |
| 6M | +42.1% | +100.5% | -58.4% | +14.6% |
| All | +42.1% | +98.4% | -56.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 6mo: compounded portfolio wealth divided by compounded PANW 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…
6mo analysis · Full analysis span regression · 6 months rolling