+3,722.6%
PANW vs IGV
+754.9%
+2,967.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.6% |
| 7D | +2.0% | -5.4% | +7.3% | +7.5% |
| 30D | -11.8% | -2.6% | -9.2% | -9.1% |
| 3M | +28.6% | +10.5% | +18.1% | +17.4% |
| 6M | +104.4% | +18.2% | +86.2% | +75.4% |
| YTD | +83.8% | -4.2% | +88.0% | +92.2% |
| 1Y | +71.5% | -9.8% | +81.4% | +90.4% |
| 3Y | +172.2% | +39.1% | +133.0% | +101.4% |
| 5Y | +332.2% | +21.2% | +311.0% | +262.2% |
| 10Y | +1,306.4% | +361.5% | +944.8% | +176.6% |
| All | +3,722.6% | +754.9% | +2,967.7% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling