+3,634.0%
PANW vs IGV
+757.6%
+2,876.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.6% |
| 7D | -0.8% | -2.9% | +2.1% | +2.0% |
| 30D | -14.6% | -1.5% | -13.0% | -12.9% |
| 3M | +18.3% | +11.7% | +6.6% | +6.9% |
| 6M | +100.5% | +18.4% | +82.1% | +71.6% |
| YTD | +79.5% | -3.9% | +83.4% | +87.2% |
| 1Y | +66.7% | -9.7% | +76.4% | +84.7% |
| 3Y | +161.2% | +38.4% | +122.8% | +94.2% |
| 5Y | +322.2% | +21.6% | +300.6% | +252.7% |
| 10Y | +1,273.8% | +363.0% | +910.8% | +169.4% |
| All | +3,634.0% | +757.6% | +2,876.4% | +291.8% |
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