+1,248.2%
PANW vs ITW
+194.8%
+1,053.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.7% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -14.6% | -8.3% | -6.2% | -11.7% |
| 3M | +18.3% | +6.0% | +12.3% | +15.3% |
| 6M | +100.5% | 0.0% | +100.5% | +99.1% |
| YTD | +79.5% | +10.2% | +69.3% | +70.2% |
| 1Y | +66.7% | +3.2% | +63.5% | +62.1% |
| 3Y | +161.2% | +21.0% | +140.3% | +135.1% |
| 5Y | +322.2% | +37.9% | +284.3% | +254.1% |
| All | +1,248.2% | +194.8% | +1,053.4% | +747.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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