+3,663.5%
PANW vs ES
+187.8%
+3,475.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -10.3% | +0.3% | -10.6% | -10.4% |
| 30D | -8.1% | -2.0% | -6.1% | -7.9% |
| 3M | +19.3% | +1.7% | +17.7% | +18.9% |
| 6M | +110.2% | -3.5% | +113.7% | +110.7% |
| YTD | +80.9% | +7.9% | +73.0% | +78.2% |
| 1Y | +73.3% | +17.2% | +56.1% | +68.1% |
| 3Y | +174.6% | +29.3% | +145.3% | +158.7% |
| 5Y | +327.1% | -5.7% | +332.8% | +325.3% |
| 10Y | +1,277.3% | +85.2% | +1,192.1% | +1,139.8% |
| All | +3,663.5% | +187.8% | +3,475.7% | +2,907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling