+161.2%
PANW vs IAG
+804.5%
-643.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.4% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | -14.6% | +12.1% | -26.7% | -15.5% |
| 3M | +18.3% | +25.5% | -7.2% | +15.5% |
| 6M | +100.5% | -7.1% | +107.6% | +99.7% |
| YTD | +79.5% | +22.9% | +56.6% | +73.3% |
| 1Y | +66.7% | +83.3% | -16.6% | +54.5% |
| 3Y | +161.2% | +808.5% | -647.3% | +123.2% |
| All | +161.2% | +804.5% | -643.2% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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