+66.7%
PANW vs FAST
+5.2%
+61.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | -14.6% | -5.6% | -9.0% | -14.9% |
| 3M | +18.3% | +6.9% | +11.4% | +19.4% |
| 6M | +100.5% | +7.0% | +93.5% | +101.8% |
| YTD | +79.5% | +24.9% | +54.6% | +81.1% |
| 1Y | +66.7% | +6.5% | +60.2% | +68.1% |
| All | +66.7% | +5.2% | +61.5% | +68.1% |
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