+47.6%
PANW vs FANG
+32.1%
+15.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.8% | -7.8% | -9.7% |
| 7D | -17.3% | -13.0% | -4.3% | -18.3% |
| 30D | -25.1% | -2.9% | -22.1% | -25.0% |
| 3M | -13.2% | -3.0% | -10.2% | -12.7% |
| 6M | +71.0% | -11.9% | +83.0% | +71.8% |
| YTD | +70.8% | +21.5% | +49.3% | +76.3% |
| 1Y | +47.6% | +34.0% | +13.7% | +39.3% |
| All | +47.6% | +32.1% | +15.5% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling