+762.5%
PANW vs ELAN
-28.2%
+790.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.6% |
| 7D | -0.8% | -5.4% | +4.6% | +0.2% |
| 30D | -14.6% | +4.7% | -19.3% | -15.6% |
| 3M | +18.3% | -3.7% | +21.9% | +18.4% |
| 6M | +100.5% | -1.2% | +101.7% | +97.2% |
| YTD | +79.5% | +2.4% | +77.1% | +74.6% |
| 1Y | +66.7% | +23.4% | +43.3% | +55.1% |
| 3Y | +161.2% | +96.7% | +64.5% | +101.6% |
| 5Y | +322.2% | -30.6% | +352.8% | +330.0% |
| All | +762.5% | -28.2% | +790.7% | +706.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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