+161.2%
PANW vs EFV
+90.2%
+71.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.3% |
| 30D | -14.6% | +0.6% | -15.2% | -15.0% |
| 3M | +18.3% | +7.5% | +10.8% | +13.1% |
| 6M | +100.5% | +13.0% | +87.5% | +84.9% |
| YTD | +79.5% | +18.3% | +61.2% | +59.3% |
| 1Y | +66.7% | +26.7% | +40.0% | +40.4% |
| 3Y | +161.2% | +89.6% | +71.7% | +63.7% |
| All | +161.2% | +90.2% | +71.0% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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