+316.7%
PANW vs FANG
+232.6%
+84.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -0.8% | +2.9% | -3.7% | -1.2% |
| 30D | -14.6% | +2.6% | -17.2% | -14.9% |
| 3M | +18.3% | +7.6% | +10.7% | +16.7% |
| 6M | +100.5% | +17.3% | +83.2% | +94.0% |
| YTD | +79.5% | +38.7% | +40.8% | +68.0% |
| 1Y | +66.7% | +51.6% | +15.1% | +53.1% |
| 3Y | +161.2% | +50.0% | +111.3% | +134.7% |
| All | +316.7% | +232.6% | +84.1% | +270.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling