+1,248.2%
PANW vs EIX
+19.9%
+1,228.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | -14.6% | -19.3% | +4.7% | -12.3% |
| 3M | +18.3% | -21.7% | +40.0% | +21.8% |
| 6M | +100.5% | -19.8% | +120.3% | +104.9% |
| YTD | +79.5% | -3.0% | +82.5% | +75.8% |
| 1Y | +66.7% | +5.1% | +61.6% | +60.0% |
| 3Y | +161.2% | -7.0% | +168.2% | +152.6% |
| 5Y | +322.2% | +22.0% | +300.2% | +277.9% |
| All | +1,248.2% | +19.9% | +1,228.4% | +1,087.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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