+62.2%
PANW vs ELV
+42.6%
+19.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.6% | -0.7% |
| 7D | -11.8% | +4.8% | -16.5% | -11.9% |
| 30D | -14.4% | +10.1% | -24.5% | -14.8% |
| 3M | -5.0% | +15.4% | -20.4% | -5.5% |
| 6M | +88.6% | +17.7% | +70.8% | +86.7% |
| YTD | +88.9% | +25.7% | +63.3% | +85.8% |
| 1Y | +62.2% | +39.9% | +22.4% | +61.0% |
| All | +62.2% | +42.6% | +19.6% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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