+863.6%
PANW vs EQH
+234.7%
+628.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.8% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -14.6% | +2.8% | -17.4% | -15.5% |
| 3M | +18.3% | +23.1% | -4.8% | +10.0% |
| 6M | +100.5% | +41.4% | +59.1% | +77.4% |
| YTD | +79.5% | +14.3% | +65.2% | +70.0% |
| 1Y | +66.7% | +1.6% | +65.1% | +63.6% |
| 3Y | +161.2% | +102.7% | +58.5% | +103.1% |
| 5Y | +322.2% | +104.5% | +217.7% | +223.0% |
| All | +863.6% | +234.7% | +628.9% | +487.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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