+1,248.2%
PANW vs EXR
+151.8%
+1,096.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -14.6% | -6.2% | -8.3% | -13.4% |
| 3M | +18.3% | -7.4% | +25.7% | +20.1% |
| 6M | +100.5% | -0.5% | +101.0% | +99.7% |
| YTD | +79.5% | +8.1% | +71.4% | +74.9% |
| 1Y | +66.7% | -2.9% | +69.6% | +66.3% |
| 3Y | +161.2% | +22.9% | +138.3% | +140.6% |
| 5Y | +322.2% | -10.2% | +332.4% | +318.9% |
| All | +1,248.2% | +151.8% | +1,096.4% | +1,135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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