+1,217.7%
PANW vs ELF
+317.0%
+900.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.1% |
| 7D | +2.0% | -6.8% | +8.8% | +2.8% |
| 30D | -13.0% | +5.1% | -18.1% | -13.6% |
| 3M | +28.6% | +79.8% | -51.1% | +19.4% |
| 6M | +103.0% | +29.7% | +73.2% | +94.7% |
| YTD | +81.9% | +31.6% | +50.3% | +73.2% |
| 1Y | +69.6% | -27.9% | +97.5% | +72.1% |
| 3Y | +169.4% | -26.4% | +195.9% | +157.6% |
| 5Y | +331.0% | +235.6% | +95.4% | +221.9% |
| All | +1,217.7% | +317.0% | +900.7% | +805.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling