+47.6%
PANW vs EOSE
-86.9%
+134.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -12.1% | +2.6% | -8.6% |
| 7D | -17.3% | -5.1% | -12.3% | -17.0% |
| 30D | -25.1% | -42.3% | +17.3% | -22.7% |
| 3M | -13.2% | -50.8% | +37.6% | -9.9% |
| 6M | +71.0% | -69.8% | +140.9% | +82.0% |
| YTD | +70.8% | -83.6% | +154.4% | +83.6% |
| 1Y | +47.6% | -87.3% | +135.0% | +60.2% |
| All | +47.6% | -86.9% | +134.6% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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