+1,135.8%
PANW vs ES
+98.2%
+1,037.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +2.7% | +2.7% | 0.0% | +2.3% |
| 30D | -14.1% | +7.6% | -21.7% | -15.0% |
| 3M | -18.6% | +0.5% | -19.1% | -18.8% |
| 6M | +41.5% | +7.6% | +33.9% | +39.5% |
| YTD | +74.9% | +10.2% | +64.7% | +71.6% |
| 1Y | +57.4% | +1.8% | +55.5% | +56.0% |
| 3Y | +152.1% | +55.4% | +96.7% | +128.4% |
| 5Y | +275.3% | +7.3% | +268.0% | +265.3% |
| All | +1,135.8% | +98.2% | +1,037.6% | +1,067.1% |
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