+1,248.2%
PANW vs ECL
+160.1%
+1,088.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.0% |
| 7D | -0.8% | -1.1% | +0.3% | -0.4% |
| 30D | -14.6% | -0.8% | -13.8% | -14.5% |
| 3M | +18.3% | +5.0% | +13.2% | +15.3% |
| 6M | +100.5% | +0.2% | +100.2% | +97.9% |
| YTD | +79.5% | +5.8% | +73.7% | +72.3% |
| 1Y | +66.7% | +1.5% | +65.2% | +62.5% |
| 3Y | +161.2% | +55.0% | +106.2% | +109.2% |
| 5Y | +322.2% | +29.3% | +292.9% | +255.1% |
| All | +1,248.2% | +160.1% | +1,088.1% | +822.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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