+161.2%
PANW vs IEFA
+65.7%
+95.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -3.1% |
| 7D | -0.8% | -1.6% | +0.8% | +0.4% |
| 30D | -14.6% | -1.5% | -13.1% | -13.6% |
| 3M | +18.3% | +3.4% | +14.9% | +15.2% |
| 6M | +100.5% | +9.5% | +91.0% | +85.6% |
| YTD | +79.5% | +13.0% | +66.5% | +60.4% |
| 1Y | +66.7% | +18.0% | +48.7% | +43.2% |
| 3Y | +161.2% | +65.4% | +95.9% | +63.3% |
| All | +161.2% | +65.7% | +95.5% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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