+73.3%
PANW vs ELF
-17.5%
+90.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.3% |
| 7D | -10.3% | +5.4% | -15.7% | -10.5% |
| 30D | -8.1% | +27.0% | -35.1% | -9.0% |
| 3M | +19.3% | +113.2% | -93.9% | +15.7% |
| 6M | +110.2% | +36.6% | +73.6% | +109.0% |
| YTD | +80.9% | +44.2% | +36.7% | +77.7% |
| 1Y | +73.3% | -18.0% | +91.2% | +79.9% |
| All | +73.3% | -17.5% | +90.8% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling