+316.7%
PANW vs IJR
+39.9%
+276.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.7% |
| 7D | -0.8% | -2.2% | +1.4% | +0.7% |
| 30D | -14.6% | -4.6% | -10.0% | -11.7% |
| 3M | +18.3% | +0.2% | +18.1% | +18.3% |
| 6M | +100.5% | +14.7% | +85.8% | +81.9% |
| YTD | +79.5% | +18.9% | +60.6% | +58.2% |
| 1Y | +66.7% | +19.9% | +46.8% | +45.8% |
| 3Y | +161.2% | +53.0% | +108.2% | +87.0% |
| All | +316.7% | +39.9% | +276.7% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 5y: compounded portfolio wealth divided by compounded IJR 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…
5y analysis · Full analysis span regression · 6 months rolling