+161.2%
PANW vs ICE
+41.6%
+119.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.6% |
| 7D | -0.8% | -2.4% | +1.6% | -0.1% |
| 30D | -14.6% | +4.0% | -18.6% | -15.6% |
| 3M | +18.3% | +13.7% | +4.6% | +13.3% |
| 6M | +100.5% | +0.9% | +99.5% | +101.3% |
| YTD | +79.5% | -2.1% | +81.6% | +81.3% |
| 1Y | +66.7% | -9.5% | +76.2% | +74.5% |
| 3Y | +161.2% | +42.1% | +119.2% | +134.7% |
| All | +161.2% | +41.6% | +119.6% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling