+327.9%
PANW vs ESTC
-47.1%
+374.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | +2.0% | -3.3% | +5.4% | +2.9% |
| 30D | -13.0% | +13.4% | -26.4% | -17.4% |
| 3M | +28.6% | +41.3% | -12.7% | +13.3% |
| 6M | +103.0% | +62.6% | +40.4% | +70.8% |
| YTD | +81.9% | +14.8% | +67.2% | +69.1% |
| 1Y | +69.6% | -5.1% | +74.7% | +65.9% |
| 3Y | +169.4% | +11.2% | +158.3% | +131.8% |
| All | +327.9% | -47.1% | +374.9% | +297.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling