+1,248.2%
PANW vs IAU
+220.2%
+1,028.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -0.8% | -2.0% | +1.2% | -0.6% |
| 30D | -14.6% | -1.5% | -13.0% | -14.4% |
| 3M | +18.3% | +3.3% | +15.0% | +17.9% |
| 6M | +100.5% | -16.2% | +116.7% | +103.1% |
| YTD | +79.5% | +0.7% | +78.8% | +78.0% |
| 1Y | +66.7% | +19.2% | +47.5% | +61.9% |
| 3Y | +161.2% | +124.4% | +36.8% | +133.6% |
| 5Y | +322.2% | +140.0% | +182.2% | +268.1% |
| All | +1,248.2% | +220.2% | +1,028.0% | +1,085.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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