+273.2%
PANW vs FAST
+106.5%
+166.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +2.7% | +4.2% | -1.5% | +1.2% |
| 30D | -14.1% | +6.7% | -20.8% | -16.2% |
| 3M | -18.6% | +8.0% | -26.7% | -21.0% |
| 6M | +41.5% | +27.4% | +14.0% | +28.9% |
| YTD | +74.9% | +40.5% | +34.4% | +50.4% |
| 1Y | +57.4% | +38.4% | +19.0% | +36.1% |
| 3Y | +152.1% | +98.7% | +53.4% | +76.6% |
| All | +273.2% | +106.5% | +166.8% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling