+4,561.9%
PANW vs ESI
+226.4%
+4,335.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.0% |
| 7D | -6.9% | +5.4% | -12.3% | -8.4% |
| 30D | -7.4% | -4.2% | -3.2% | -6.2% |
| 3M | +26.5% | -9.6% | +36.1% | +29.5% |
| 6M | +104.2% | +18.3% | +85.8% | +90.6% |
| YTD | +82.9% | +45.8% | +37.1% | +59.2% |
| 1Y | +70.7% | +39.2% | +31.6% | +50.2% |
| 3Y | +170.9% | +86.3% | +84.7% | +115.2% |
| 5Y | +334.1% | +76.2% | +257.9% | +245.9% |
| 10Y | +1,275.6% | +306.8% | +968.9% | +724.3% |
| All | +4,561.9% | +226.4% | +4,335.5% | +2,659.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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