+1,280.2%
PANW vs F
+90.9%
+1,189.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.2% |
| 7D | +2.0% | -3.7% | +5.7% | +2.8% |
| 30D | -11.8% | -0.7% | -11.1% | -11.8% |
| 3M | +28.6% | -1.9% | +30.5% | +28.7% |
| 6M | +104.4% | +16.1% | +88.4% | +95.1% |
| YTD | +83.8% | +9.5% | +74.3% | +77.3% |
| 1Y | +71.5% | +27.2% | +44.3% | +58.6% |
| 3Y | +172.2% | +36.3% | +135.9% | +139.9% |
| 5Y | +332.2% | +49.3% | +282.9% | +260.1% |
| All | +1,280.2% | +90.9% | +1,189.2% | +861.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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