+1,248.2%
PANW vs EFX
+42.6%
+1,205.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -0.8% | -4.5% | +3.8% | +0.7% |
| 30D | -14.6% | -6.1% | -8.5% | -13.0% |
| 3M | +18.3% | +6.2% | +12.1% | +14.3% |
| 6M | +100.5% | -11.2% | +111.7% | +105.4% |
| YTD | +79.5% | -21.4% | +100.9% | +90.8% |
| 1Y | +66.7% | -34.3% | +101.0% | +88.4% |
| 3Y | +161.2% | -12.5% | +173.8% | +158.1% |
| 5Y | +322.2% | -35.6% | +357.8% | +352.8% |
| All | +1,248.2% | +42.6% | +1,205.6% | +1,009.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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