+57.2%
PANW vs IRE
-82.8%
+140.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.2% | -9.1% | +0.9% |
| 7D | -6.9% | +58.9% | -65.8% | -7.7% |
| 30D | -7.4% | +17.2% | -24.6% | -7.8% |
| 3M | +26.5% | -58.6% | +85.1% | +26.8% |
| 6M | +104.2% | -23.5% | +127.6% | +100.1% |
| YTD | +82.9% | -47.4% | +130.4% | +77.9% |
| All | +57.2% | -82.8% | +140.0% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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