+167.4%
PANW vs ED
+33.4%
+134.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +0.8% |
| 7D | +2.0% | -1.9% | +3.8% | +1.3% |
| 30D | -11.8% | +0.1% | -11.9% | -11.7% |
| 3M | +28.6% | 0.0% | +28.6% | +28.9% |
| 6M | +104.4% | -2.5% | +106.9% | +104.1% |
| YTD | +83.8% | +10.1% | +73.7% | +89.7% |
| 1Y | +71.5% | +13.6% | +57.9% | +78.7% |
| All | +167.4% | +33.4% | +134.1% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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