+1,248.2%
PANW vs IRM
+440.8%
+807.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.9% |
| 7D | -0.8% | -1.4% | +0.7% | -0.4% |
| 30D | -14.6% | -7.4% | -7.2% | -12.7% |
| 3M | +18.3% | -7.4% | +25.6% | +20.5% |
| 6M | +100.5% | +8.7% | +91.8% | +94.4% |
| YTD | +79.5% | +40.9% | +38.6% | +61.2% |
| 1Y | +66.7% | +20.5% | +46.2% | +56.1% |
| 3Y | +161.2% | +101.7% | +59.5% | +108.7% |
| 5Y | +322.2% | +197.7% | +124.5% | +201.1% |
| All | +1,248.2% | +440.8% | +807.4% | +701.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling