+62.2%
PANW vs ICE
+21.0%
+41.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -3.0% | -0.7% |
| 7D | -11.8% | +12.2% | -23.9% | -12.1% |
| 30D | -14.4% | +15.0% | -29.4% | -15.2% |
| 3M | -5.0% | +17.6% | -22.6% | -6.2% |
| 6M | +88.6% | +12.6% | +76.0% | +91.5% |
| YTD | +88.9% | +9.1% | +79.8% | +92.6% |
| 1Y | +62.2% | +20.6% | +41.6% | +55.9% |
| All | +62.2% | +21.0% | +41.2% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling