+121.3%
IBM vs PANW
+3,545.7%
-3,424.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.5% |
| 7D | +3.6% | +2.0% | +1.5% | +3.2% |
| 30D | +1.5% | -13.0% | +14.5% | +3.4% |
| 3M | -12.9% | +28.6% | -41.5% | -17.0% |
| 6M | -3.9% | +103.0% | -106.9% | -14.3% |
| YTD | -17.3% | +81.9% | -99.3% | -25.2% |
| 1Y | -5.0% | +69.6% | -74.6% | -13.3% |
| 3Y | +78.2% | +169.4% | -91.2% | +50.4% |
| 5Y | +120.6% | +331.0% | -210.4% | +70.3% |
| 10Y | +144.5% | +1,292.3% | -1,147.8% | +54.3% |
| All | +121.3% | +3,545.7% | -3,424.4% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling