+50.3%
PANW vs IRE
-98.1%
+148.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.4% | +14.2% | +0.3% |
| 7D | +2.7% | -31.8% | +34.5% | +3.8% |
| 30D | -14.1% | -71.8% | +57.7% | -11.8% |
| 3M | -18.6% | -88.9% | +70.3% | -15.4% |
| 6M | +41.5% | -95.4% | +136.8% | +47.1% |
| YTD | +74.9% | -94.2% | +169.2% | +77.1% |
| 1Y | +57.4% | -97.1% | +154.5% | +60.7% |
| All | +50.3% | -98.1% | +148.4% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling