+3,722.6%
PANW vs EWJ
+246.3%
+3,476.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | +2.0% | -1.5% | +3.5% | +3.1% |
| 30D | -11.8% | +0.2% | -12.0% | -12.0% |
| 3M | +28.6% | +8.6% | +20.0% | +21.1% |
| 6M | +104.4% | +12.1% | +92.3% | +87.1% |
| YTD | +83.8% | +20.1% | +63.7% | +59.1% |
| 1Y | +71.5% | +25.2% | +46.4% | +43.8% |
| 3Y | +172.2% | +70.8% | +101.4% | +79.7% |
| 5Y | +332.2% | +49.2% | +283.0% | +212.3% |
| 10Y | +1,306.4% | +138.6% | +1,167.8% | +633.3% |
| All | +3,722.6% | +246.3% | +3,476.3% | +1,626.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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