+62.2%
PANW vs FAST
+32.0%
+30.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | -11.8% | +3.4% | -15.2% | -11.7% |
| 30D | -14.4% | +5.5% | -19.9% | -14.4% |
| 3M | -5.0% | +7.6% | -12.6% | -4.9% |
| 6M | +88.6% | +19.8% | +68.8% | +92.0% |
| YTD | +88.9% | +35.5% | +53.5% | +87.4% |
| 1Y | +62.2% | +31.6% | +30.6% | +62.4% |
| All | +62.2% | +32.0% | +30.2% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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