+73.3%
PANW vs ES
+16.6%
+56.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.3% |
| 7D | -10.3% | +0.3% | -10.6% | -10.3% |
| 30D | -8.1% | -2.0% | -6.1% | -8.2% |
| 3M | +19.3% | +1.7% | +17.7% | +19.3% |
| 6M | +110.2% | -3.5% | +113.7% | +111.5% |
| YTD | +80.9% | +7.9% | +73.0% | +80.3% |
| 1Y | +73.3% | +17.2% | +56.1% | +75.9% |
| All | +73.3% | +16.6% | +56.7% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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