+170.9%
PANW vs FAST
+91.5%
+79.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -6.9% | +1.3% | -8.2% | -7.2% |
| 30D | -7.4% | -4.7% | -2.6% | -6.3% |
| 3M | +26.5% | +7.9% | +18.6% | +24.4% |
| 6M | +104.2% | +7.4% | +96.7% | +99.8% |
| YTD | +82.9% | +25.1% | +57.9% | +69.7% |
| 1Y | +70.7% | +4.7% | +66.0% | +68.4% |
| 3Y | +170.9% | +94.7% | +76.3% | +105.1% |
| All | +170.9% | +91.5% | +79.5% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling