+3,722.6%
PANW vs EFV
+240.4%
+3,482.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +2.0% | -2.0% | +4.0% | +3.4% |
| 30D | -11.8% | -0.2% | -11.6% | -11.8% |
| 3M | +28.6% | +9.1% | +19.5% | +20.8% |
| 6M | +104.4% | +11.7% | +92.7% | +88.1% |
| YTD | +83.8% | +17.0% | +66.7% | +62.7% |
| 1Y | +71.5% | +26.7% | +44.8% | +43.3% |
| 3Y | +172.2% | +90.2% | +82.0% | +68.2% |
| 5Y | +332.2% | +96.1% | +236.1% | +159.0% |
| 10Y | +1,306.4% | +164.5% | +1,141.9% | +556.7% |
| All | +3,722.6% | +240.4% | +3,482.2% | +1,631.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling