+827.0%
PANW vs ESTC
+31.2%
+795.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.9% |
| 7D | -10.3% | -8.1% | -2.2% | -7.9% |
| 30D | -8.1% | +31.7% | -39.8% | -17.0% |
| 3M | +19.3% | +41.1% | -21.7% | +5.0% |
| 6M | +110.2% | +77.1% | +33.1% | +71.5% |
| YTD | +80.9% | +21.7% | +59.2% | +65.0% |
| 1Y | +73.3% | +8.4% | +64.9% | +62.6% |
| 3Y | +174.6% | +23.6% | +151.0% | +127.0% |
| 5Y | +327.1% | -46.5% | +373.5% | +324.9% |
| All | +827.0% | +31.2% | +795.8% | +507.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling