+1,248.2%
PANW vs EWT
+523.5%
+724.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -3.4% |
| 7D | -0.8% | -1.1% | +0.3% | -0.2% |
| 30D | -14.6% | +4.5% | -19.0% | -16.9% |
| 3M | +18.3% | +8.3% | +10.0% | +11.6% |
| 6M | +100.5% | +54.2% | +46.2% | +49.8% |
| YTD | +79.5% | +74.6% | +4.9% | +22.6% |
| 1Y | +66.7% | +84.9% | -18.2% | +9.4% |
| 3Y | +161.2% | +197.5% | -36.3% | +20.5% |
| 5Y | +322.2% | +150.6% | +171.6% | +118.3% |
| All | +1,248.2% | +523.5% | +724.7% | +302.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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