+3,684.3%
PANW vs ICE
+593.1%
+3,091.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | +2.0% | -0.9% | +2.9% | +2.3% |
| 30D | -13.0% | +4.0% | -16.9% | -14.7% |
| 3M | +28.6% | +11.0% | +17.7% | +21.3% |
| 6M | +103.0% | -5.0% | +107.9% | +106.6% |
| YTD | +81.9% | -2.7% | +84.6% | +81.9% |
| 1Y | +69.6% | -8.6% | +78.3% | +74.6% |
| 3Y | +169.4% | +41.4% | +128.1% | +119.4% |
| 5Y | +331.0% | +39.9% | +291.1% | +250.0% |
| 10Y | +1,292.3% | +214.9% | +1,077.4% | +671.4% |
| All | +3,684.3% | +593.1% | +3,091.2% | +1,387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling