+1,248.2%
PANW vs IYR
+69.7%
+1,178.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | -0.8% | -1.4% | +0.6% | -0.1% |
| 30D | -14.6% | -2.7% | -11.9% | -13.4% |
| 3M | +18.3% | -2.1% | +20.4% | +19.2% |
| 6M | +100.5% | +3.6% | +96.9% | +95.1% |
| YTD | +79.5% | +8.1% | +71.4% | +70.4% |
| 1Y | +66.7% | +4.7% | +62.0% | +61.0% |
| 3Y | +161.2% | +29.1% | +132.1% | +121.8% |
| 5Y | +322.2% | +6.9% | +315.3% | +297.0% |
| All | +1,248.2% | +69.7% | +1,178.5% | +945.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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