+167.4%
PANW vs EMB
+29.4%
+138.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +2.1% |
| 7D | +2.0% | -1.1% | +3.1% | +3.5% |
| 30D | -11.8% | -1.1% | -10.7% | -10.5% |
| 3M | +28.6% | -0.8% | +29.4% | +30.2% |
| 6M | +104.4% | -0.1% | +104.5% | +104.7% |
| YTD | +83.8% | +0.4% | +83.3% | +82.4% |
| 1Y | +71.5% | +3.3% | +68.3% | +63.7% |
| All | +167.4% | +29.4% | +138.0% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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