+1,248.2%
PANW vs ETR
+296.9%
+951.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -0.8% | -1.8% | +1.0% | -0.4% |
| 30D | -14.6% | -1.8% | -12.8% | -14.3% |
| 3M | +18.3% | -3.6% | +21.9% | +19.0% |
| 6M | +100.5% | +2.6% | +97.9% | +97.6% |
| YTD | +79.5% | +16.0% | +63.5% | +71.4% |
| 1Y | +66.7% | +20.1% | +46.6% | +57.6% |
| 3Y | +161.2% | +143.6% | +17.6% | +103.9% |
| 5Y | +322.2% | +124.4% | +197.8% | +232.8% |
| All | +1,248.2% | +296.9% | +951.4% | +866.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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