+167.4%
PANW vs ELF
-30.3%
+197.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.4% |
| 7D | +2.0% | -10.8% | +12.8% | +2.9% |
| 30D | -11.8% | +0.8% | -12.6% | -12.0% |
| 3M | +28.6% | +64.8% | -36.2% | +22.9% |
| 6M | +104.4% | +19.0% | +85.5% | +100.6% |
| YTD | +83.8% | +25.9% | +57.8% | +78.4% |
| 1Y | +71.5% | -28.8% | +100.3% | +74.7% |
| All | +167.4% | -30.3% | +197.7% | +166.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling