+73.3%
PANW vs FCUV
-81.1%
+154.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -13.7% | +14.1% | +0.4% |
| 7D | -10.3% | +62.8% | -73.2% | -10.4% |
| 30D | -8.1% | +66.5% | -74.6% | -8.3% |
| 3M | +19.3% | +459.9% | -440.6% | +17.0% |
| 6M | +110.2% | -12.4% | +122.6% | +104.0% |
| YTD | +80.9% | -47.5% | +128.5% | +77.0% |
| 1Y | +73.3% | -80.5% | +153.8% | +68.9% |
| All | +73.3% | -81.1% | +154.4% | +68.9% |
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