+116.3%
IBM vs PANW
+327.4%
-211.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | -0.3% | +2.0% | -2.3% | -0.6% |
| 30D | -1.8% | -11.8% | +10.0% | -0.3% |
| 3M | -13.5% | +28.6% | -42.1% | -17.7% |
| 6M | -5.1% | +104.4% | -109.5% | -15.3% |
| YTD | -19.4% | +83.8% | -103.1% | -27.2% |
| 1Y | -6.5% | +71.5% | -78.1% | -15.0% |
| 3Y | +73.8% | +172.2% | -98.3% | +51.0% |
| 5Y | +116.3% | +332.2% | -215.9% | +82.3% |
| All | +116.3% | +327.4% | -211.1% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling