+794.3%
PANW vs EOSE
-60.6%
+854.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | -0.8% | +1.8% | -2.6% | -0.9% |
| 30D | -14.6% | -6.8% | -7.7% | -14.5% |
| 3M | +18.3% | -36.3% | +54.6% | +20.3% |
| 6M | +100.5% | -38.8% | +139.2% | +103.0% |
| YTD | +79.5% | -65.5% | +145.0% | +84.9% |
| 1Y | +66.7% | -45.3% | +112.0% | +66.7% |
| 3Y | +161.2% | +44.2% | +117.1% | +137.6% |
| 5Y | +322.2% | -69.5% | +391.7% | +280.7% |
| All | +794.3% | -60.6% | +854.9% | +804.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling