+3,539.1%
PANW vs F
+159.2%
+3,379.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.7% | -3.1% | +5.8% | +3.5% |
| 30D | -14.1% | 0.0% | -14.1% | -14.3% |
| 3M | -18.6% | -13.2% | -5.4% | -16.0% |
| 6M | +41.5% | -10.2% | +51.7% | +43.9% |
| YTD | +74.9% | -4.9% | +79.9% | +74.0% |
| 1Y | +57.4% | -6.1% | +63.4% | +57.0% |
| 3Y | +152.1% | +46.0% | +106.1% | +114.6% |
| 5Y | +275.3% | -15.7% | +291.0% | +258.4% |
| 10Y | +1,139.3% | +64.3% | +1,075.0% | +784.9% |
| All | +3,539.1% | +159.2% | +3,379.9% | +2,127.0% |
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