+103.0%
PANW vs EMR
+11.4%
+91.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +2.0% | +0.9% | +1.1% | +1.9% |
| 30D | -13.0% | -5.0% | -8.0% | -12.3% |
| 3M | +28.6% | +5.9% | +22.7% | +28.3% |
| 6M | +103.0% | +7.3% | +95.6% | +100.4% |
| All | +103.0% | +11.4% | +91.6% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 6mo: compounded portfolio wealth divided by compounded EMR 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…
6mo analysis · Full analysis span regression · 6 months rolling