+3,705.5%
PANW vs IVV
+614.9%
+3,090.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.8% |
| 7D | -6.9% | +0.5% | -7.4% | -7.5% |
| 30D | -7.4% | -1.0% | -6.4% | -6.3% |
| 3M | +26.5% | +3.9% | +22.7% | +21.9% |
| 6M | +104.2% | +14.5% | +89.7% | +77.4% |
| YTD | +82.9% | +12.9% | +70.0% | +61.2% |
| 1Y | +70.7% | +19.4% | +51.4% | +42.0% |
| 3Y | +170.9% | +78.8% | +92.1% | +48.6% |
| 5Y | +334.1% | +82.2% | +251.9% | +136.4% |
| 10Y | +1,275.6% | +313.7% | +962.0% | +206.7% |
| All | +3,705.5% | +614.9% | +3,090.6% | +445.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IVV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling