+1,248.2%
PANW vs FCEL
-99.1%
+1,347.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.4% |
| 7D | -0.8% | +6.3% | -7.1% | -1.2% |
| 30D | -14.6% | -26.7% | +12.1% | -13.4% |
| 3M | +18.3% | -10.2% | +28.5% | +17.7% |
| 6M | +100.5% | +123.5% | -23.0% | +88.7% |
| YTD | +79.5% | +117.4% | -37.9% | +68.3% |
| 1Y | +66.7% | +146.0% | -79.3% | +54.1% |
| 3Y | +161.2% | -61.9% | +223.1% | +152.8% |
| 5Y | +322.2% | -90.5% | +412.7% | +328.8% |
| All | +1,248.2% | -99.1% | +1,347.4% | +1,486.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling