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  • PANW vs FAST✓SelectedUSD · FASTPANW vs FAST performance historyLatest closeAs of-0.56%09/09
Stock and ETF performance explorer

PANW vs FAST

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+331.0%
FAST return
+103.5%
Excess return
+227.5%
Maximum drawdown
-36.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioFASTExcessAlpha
1D-0.6%-1.2%+0.6%-0.1%
7D+2.0%+1.8%+0.2%+1.3%
30D-13.0%-6.4%-6.5%-10.8%
3M+28.6%+5.3%+23.3%+26.2%
6M+103.0%+5.4%+97.6%+97.5%
YTD+81.9%+23.6%+58.3%+64.3%
1Y+69.6%+4.1%+65.6%+64.9%
3Y+169.4%+92.4%+77.1%+89.0%
5Y+331.0%+106.1%+224.9%+193.2%
All+331.0%+103.5%+227.5%+193.2%

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 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