+316.7%
PANW vs ELF
+217.5%
+99.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -0.8% | -11.6% | +10.9% | +0.7% |
| 30D | -14.6% | +4.6% | -19.2% | -15.2% |
| 3M | +18.3% | +59.7% | -41.4% | +11.0% |
| 6M | +100.5% | +21.2% | +79.3% | +93.9% |
| YTD | +79.5% | +27.4% | +52.1% | +71.2% |
| 1Y | +66.7% | -29.8% | +96.5% | +70.8% |
| 3Y | +161.2% | -28.5% | +189.7% | +145.7% |
| All | +316.7% | +217.5% | +99.2% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling