+3,634.0%
PANW vs IFF
+108.8%
+3,525.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -0.8% | -3.2% | +2.4% | +0.1% |
| 30D | -14.6% | -0.3% | -14.3% | -14.6% |
| 3M | +18.3% | +8.4% | +9.8% | +14.9% |
| 6M | +100.5% | +23.0% | +77.4% | +84.8% |
| YTD | +79.5% | +25.5% | +54.0% | +63.5% |
| 1Y | +66.7% | +29.1% | +37.7% | +49.9% |
| 3Y | +161.2% | +31.7% | +129.6% | +129.5% |
| 5Y | +322.2% | -35.2% | +357.4% | +358.6% |
| 10Y | +1,273.8% | -20.7% | +1,294.5% | +1,184.4% |
| All | +3,634.0% | +108.8% | +3,525.2% | +1,849.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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