+161.2%
PANW vs FCEL
-62.7%
+223.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.4% |
| 7D | -0.8% | +6.3% | -7.1% | -1.1% |
| 30D | -14.6% | -26.7% | +12.1% | -13.6% |
| 3M | +18.3% | -10.2% | +28.5% | +18.4% |
| 6M | +100.5% | +123.5% | -23.0% | +95.9% |
| YTD | +79.5% | +117.4% | -37.9% | +75.1% |
| 1Y | +66.7% | +146.0% | -79.3% | +62.0% |
| 3Y | +161.2% | -61.9% | +223.1% | +159.0% |
| All | +161.2% | -62.7% | +223.9% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling