+161.2%
PANW vs ECL
+56.3%
+104.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | -0.8% | -1.1% | +0.3% | -0.6% |
| 30D | -14.6% | -0.8% | -13.8% | -14.6% |
| 3M | +18.3% | +5.0% | +13.2% | +16.3% |
| 6M | +100.5% | +0.2% | +100.2% | +99.7% |
| YTD | +79.5% | +5.8% | +73.7% | +73.3% |
| 1Y | +66.7% | +1.5% | +65.2% | +63.6% |
| 3Y | +161.2% | +55.0% | +106.2% | +116.2% |
| All | +161.2% | +56.3% | +104.9% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling