+161.2%
PANW vs IGV
+38.4%
+122.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.6% |
| 7D | -0.8% | -2.9% | +2.1% | +2.2% |
| 30D | -14.6% | -1.5% | -13.0% | -12.8% |
| 3M | +18.3% | +11.7% | +6.6% | +6.3% |
| 6M | +100.5% | +18.4% | +82.1% | +70.0% |
| YTD | +79.5% | -3.9% | +83.4% | +88.6% |
| 1Y | +66.7% | -9.7% | +76.4% | +86.9% |
| 3Y | +161.2% | +38.4% | +122.8% | +78.9% |
| All | +161.2% | +38.4% | +122.8% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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