+1,258.0%
PANW vs INVH
+75.4%
+1,182.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -0.8% | -3.0% | +2.2% | +0.3% |
| 30D | -14.6% | -7.5% | -7.0% | -12.2% |
| 3M | +18.3% | -5.5% | +23.8% | +20.5% |
| 6M | +100.5% | +11.7% | +88.8% | +90.9% |
| YTD | +79.5% | +1.3% | +78.2% | +76.7% |
| 1Y | +66.7% | -6.1% | +72.8% | +68.7% |
| 3Y | +161.2% | -9.8% | +171.0% | +164.6% |
| 5Y | +322.2% | -19.7% | +341.9% | +342.8% |
| All | +1,258.0% | +75.4% | +1,182.6% | +597.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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