+73.3%
PANW vs ESTC
+7.3%
+66.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.9% |
| 7D | -10.3% | -8.1% | -2.2% | -7.8% |
| 30D | -8.1% | +31.7% | -39.8% | -18.2% |
| 3M | +19.3% | +41.1% | -21.7% | +3.1% |
| 6M | +110.2% | +77.1% | +33.1% | +65.5% |
| YTD | +80.9% | +21.7% | +59.2% | +57.6% |
| 1Y | +73.3% | +8.4% | +64.9% | +57.5% |
| All | +73.3% | +7.3% | +66.0% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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