+143.8%
IBM vs PANW
+1,278.8%
-1,134.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.4% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | +3.1% | -14.6% | +17.7% | +5.6% |
| 3M | -10.8% | +18.3% | -29.1% | -14.5% |
| 6M | -0.8% | +100.5% | -101.3% | -13.1% |
| YTD | -16.2% | +79.5% | -95.7% | -25.3% |
| 1Y | -2.9% | +66.7% | -69.6% | -12.5% |
| 3Y | +79.8% | +161.2% | -81.4% | +48.0% |
| 5Y | +124.9% | +322.2% | -197.3% | +65.2% |
| All | +143.8% | +1,278.8% | -1,134.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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