+3,634.0%
PANW vs ITW
+599.5%
+3,034.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.8% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -14.6% | -8.3% | -6.2% | -11.3% |
| 3M | +18.3% | +6.0% | +12.3% | +14.9% |
| 6M | +100.5% | 0.0% | +100.5% | +98.9% |
| YTD | +79.5% | +10.2% | +69.3% | +69.1% |
| 1Y | +66.7% | +3.2% | +63.5% | +61.5% |
| 3Y | +161.2% | +21.0% | +140.3% | +132.2% |
| 5Y | +322.2% | +37.9% | +284.3% | +246.7% |
| 10Y | +1,273.8% | +193.2% | +1,080.6% | +597.1% |
| All | +3,634.0% | +599.5% | +3,034.6% | +1,154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling