+152.1%
PANW vs IBB
+86.1%
+66.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | -14.1% | +4.6% | -18.6% | -15.4% |
| 3M | -18.6% | +6.8% | -25.4% | -21.1% |
| 6M | +41.5% | +23.1% | +18.4% | +28.1% |
| YTD | +74.9% | +26.0% | +48.9% | +55.8% |
| 1Y | +57.4% | +30.4% | +27.0% | +37.5% |
| 3Y | +152.1% | +85.4% | +66.7% | +76.1% |
| All | +152.1% | +86.1% | +66.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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