+62.2%
PANW vs FCUV
-98.1%
+160.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +6.9% | -0.6% |
| 7D | -11.8% | -8.6% | -3.2% | -11.8% |
| 30D | -14.4% | -25.9% | +11.5% | -14.4% |
| 3M | -5.0% | -69.8% | +64.8% | -5.0% |
| 6M | +88.6% | -31.6% | +120.2% | +83.9% |
| YTD | +88.9% | -90.1% | +179.1% | +81.1% |
| 1Y | +62.2% | -98.0% | +160.2% | +48.7% |
| All | +62.2% | -98.1% | +160.3% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling