+79.8%
IBM vs PANW
+164.6%
-84.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.1% |
| 3M | -10.8% | +18.3% | -29.1% | -15.7% |
| 6M | -0.8% | +100.5% | -101.3% | -16.0% |
| YTD | -16.2% | +79.5% | -95.7% | -27.9% |
| 1Y | -2.9% | +66.7% | -69.6% | -15.4% |
| 3Y | +79.8% | +161.2% | -81.4% | +47.8% |
| All | +79.8% | +164.6% | -84.8% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling