+161.2%
PANW vs FCUV
-99.2%
+260.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.3% |
| 7D | -0.8% | -66.5% | +65.7% | -0.5% |
| 30D | -14.6% | +5.0% | -19.5% | -14.9% |
| 3M | +18.3% | +63.8% | -45.5% | +15.3% |
| 6M | +100.5% | -67.8% | +168.3% | +97.3% |
| YTD | +79.5% | -82.4% | +161.9% | +77.8% |
| 1Y | +66.7% | -94.7% | +161.5% | +67.4% |
| 3Y | +161.2% | -99.3% | +260.5% | +167.8% |
| All | +161.2% | -99.2% | +260.5% | +167.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling