+1,280.2%
PANW vs FAST
+531.9%
+748.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | -11.8% | -6.4% | -5.4% | -9.7% |
| 3M | +28.6% | +7.1% | +21.5% | +25.4% |
| 6M | +104.4% | +7.0% | +97.4% | +97.9% |
| YTD | +83.8% | +24.1% | +59.6% | +67.3% |
| 1Y | +71.5% | +4.4% | +67.1% | +66.5% |
| 3Y | +172.2% | +93.2% | +78.9% | +104.5% |
| 5Y | +332.2% | +106.4% | +225.9% | +213.8% |
| All | +1,280.2% | +531.9% | +748.3% | +589.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling