+3,684.3%
PANW vs IRM
+836.9%
+2,847.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | +2.0% | +3.0% | -1.0% | +1.1% |
| 30D | -13.0% | -5.2% | -7.8% | -11.6% |
| 3M | +28.6% | -8.0% | +36.7% | +31.5% |
| 6M | +103.0% | +9.2% | +93.8% | +96.5% |
| YTD | +81.9% | +41.0% | +40.9% | +63.0% |
| 1Y | +69.6% | +23.3% | +46.4% | +57.6% |
| 3Y | +169.4% | +102.8% | +66.6% | +113.4% |
| 5Y | +331.0% | +192.8% | +138.2% | +204.2% |
| 10Y | +1,292.3% | +439.6% | +852.6% | +687.4% |
| All | +3,684.3% | +836.9% | +2,847.4% | +1,754.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling