+73.3%
PANW vs ICE
-7.2%
+80.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.6% |
| 7D | -10.3% | -0.7% | -9.7% | -10.3% |
| 30D | -8.1% | +7.6% | -15.7% | -8.9% |
| 3M | +19.3% | +13.9% | +5.4% | +17.8% |
| 6M | +110.2% | -2.4% | +112.5% | +114.6% |
| YTD | +80.9% | +0.3% | +80.7% | +85.1% |
| 1Y | +73.3% | -6.4% | +79.7% | +74.0% |
| All | +73.3% | -7.2% | +80.4% | +74.0% |
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