+152.1%
PANW vs IWD
+85.1%
+67.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | +2.7% | +2.3% | +0.4% | +0.6% |
| 30D | -14.1% | +3.6% | -17.7% | -16.7% |
| 3M | -18.6% | +2.2% | -20.8% | -20.2% |
| 6M | +41.5% | +13.0% | +28.5% | +26.1% |
| YTD | +74.9% | +26.5% | +48.4% | +38.4% |
| 1Y | +57.4% | +30.1% | +27.2% | +20.7% |
| 3Y | +152.1% | +84.9% | +67.2% | +52.9% |
| All | +152.1% | +85.1% | +67.0% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 3y: compounded portfolio wealth divided by compounded IWD 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…
3y analysis · Full analysis span regression · 6 months rolling