+152.4%
PANW vs FAST
+99.1%
+53.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | +2.5% | +5.0% | -2.5% | +1.5% |
| 30D | -18.7% | +8.6% | -27.3% | -20.2% |
| 3M | -16.6% | +6.9% | -23.5% | -18.0% |
| 6M | +49.7% | +29.6% | +20.1% | +41.3% |
| YTD | +75.2% | +41.4% | +33.8% | +58.6% |
| 1Y | +53.6% | +38.5% | +15.1% | +40.0% |
| All | +152.4% | +99.1% | +53.4% | +117.9% |
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