+161.2%
PANW vs EWZ
+46.3%
+115.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.1% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | -14.6% | +12.8% | -27.4% | -17.0% |
| 3M | +18.3% | +10.8% | +7.5% | +15.3% |
| 6M | +100.5% | +2.5% | +98.0% | +97.6% |
| YTD | +79.5% | +21.4% | +58.2% | +66.5% |
| 1Y | +66.7% | +32.8% | +33.9% | +49.1% |
| 3Y | +161.2% | +45.2% | +116.0% | +115.8% |
| All | +161.2% | +46.3% | +115.0% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 3y: compounded portfolio wealth divided by compounded EWZ 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…
3y analysis · Full analysis span regression · 6 months rolling