+48.5%
PANW vs EQNR
+84.5%
-36.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -14.2% | -13.9% | -0.4% | -14.9% |
| 30D | -22.6% | +0.9% | -23.5% | -22.3% |
| 3M | -12.7% | +7.4% | -20.1% | -11.8% |
| 6M | +70.9% | +12.6% | +58.2% | +74.4% |
| YTD | +70.4% | +83.7% | -13.3% | +75.7% |
| 1Y | +48.5% | +83.3% | -34.8% | +54.7% |
| All | +48.5% | +84.5% | -36.0% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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