There's a couple of ways to do this. First understand the compass is pointing to Magentic North, not True North and as it's a consumer grade compass there will be some deviation.
After capturing an image, use the review screen to see the bearing displayed in degrees. You can then compare this with either a traditional hand held compass or use a compass app on your smartphone.
If you process the image using Immersive Studio and select "Auto Level Image" it will also orientate the panorama so the centre (5000 px) is poiting towards recorded magnetic North.