+819.7%
PANW vs ESTC
+19.1%
+800.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -0.8% | -9.2% | +8.4% | +2.3% |
| 30D | -14.6% | +8.1% | -22.6% | -17.7% |
| 3M | +18.3% | +38.5% | -20.2% | +4.6% |
| 6M | +100.5% | +57.8% | +42.7% | +69.7% |
| YTD | +79.5% | +10.5% | +69.0% | +68.8% |
| 1Y | +66.7% | -6.4% | +73.1% | +64.0% |
| 3Y | +161.2% | +4.7% | +156.6% | +128.3% |
| 5Y | +322.2% | -47.8% | +370.0% | +322.9% |
| All | +819.7% | +19.1% | +800.6% | +521.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling