+3,663.5%
PANW vs F
+214.3%
+3,449.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -10.3% | +5.3% | -15.6% | -11.6% |
| 30D | -8.1% | +4.6% | -12.7% | -9.3% |
| 3M | +19.3% | -3.7% | +23.0% | +20.1% |
| 6M | +110.2% | +16.8% | +93.4% | +99.4% |
| YTD | +80.9% | +15.3% | +65.6% | +71.6% |
| 1Y | +73.3% | +31.0% | +42.2% | +57.9% |
| 3Y | +174.6% | +45.4% | +129.2% | +134.9% |
| 5Y | +327.1% | +54.7% | +272.4% | +244.7% |
| 10Y | +1,277.3% | +98.2% | +1,179.1% | +839.4% |
| All | +3,663.5% | +214.3% | +3,449.2% | +2,096.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling