+1,200.2%
PANW vs ELF
+303.8%
+896.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -0.8% | -11.6% | +10.9% | +0.6% |
| 30D | -14.6% | +4.6% | -19.2% | -15.2% |
| 3M | +18.3% | +59.7% | -41.4% | +11.3% |
| 6M | +100.5% | +21.2% | +79.3% | +93.9% |
| YTD | +79.5% | +27.4% | +52.1% | +71.5% |
| 1Y | +66.7% | -29.8% | +96.5% | +69.7% |
| 3Y | +161.2% | -28.5% | +189.7% | +150.5% |
| 5Y | +322.2% | +220.0% | +102.1% | +217.0% |
| All | +1,200.2% | +303.8% | +896.4% | +796.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling