+1,280.2%
PANW vs ES
+83.3%
+1,196.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | +2.0% | -3.5% | +5.4% | +2.5% |
| 30D | -11.8% | -3.0% | -8.8% | -11.5% |
| 3M | +28.6% | -0.3% | +28.9% | +28.4% |
| 6M | +104.4% | -5.2% | +109.6% | +105.4% |
| YTD | +83.8% | +4.8% | +79.0% | +81.6% |
| 1Y | +71.5% | +12.7% | +58.8% | +67.2% |
| 3Y | +172.2% | +27.5% | +144.6% | +156.0% |
| 5Y | +332.2% | -4.7% | +336.9% | +329.7% |
| All | +1,280.2% | +83.3% | +1,196.9% | +1,210.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling