+1,248.2%
PANW vs EAT
+374.9%
+873.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -0.8% | -7.7% | +6.9% | +0.5% |
| 30D | -14.6% | -13.6% | -1.0% | -12.7% |
| 3M | +18.3% | +33.9% | -15.6% | +12.3% |
| 6M | +100.5% | +47.2% | +53.3% | +85.8% |
| YTD | +79.5% | +48.1% | +31.4% | +65.7% |
| 1Y | +66.7% | +33.7% | +33.0% | +55.6% |
| 3Y | +161.2% | +595.8% | -434.5% | +77.4% |
| 5Y | +322.2% | +314.4% | +7.8% | +201.3% |
| All | +1,248.2% | +374.9% | +873.3% | +740.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling