+1,248.2%
PANW vs FDS
+64.8%
+1,183.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | -0.8% | -14.0% | +13.2% | +5.5% |
| 30D | -14.6% | -6.2% | -8.3% | -12.5% |
| 3M | +18.3% | +10.2% | +8.1% | +11.3% |
| 6M | +100.5% | +27.4% | +73.0% | +75.0% |
| YTD | +79.5% | -9.3% | +88.8% | +81.8% |
| 1Y | +66.7% | -28.6% | +95.4% | +87.1% |
| 3Y | +161.2% | -36.8% | +198.1% | +208.1% |
| 5Y | +322.2% | -28.6% | +350.8% | +367.8% |
| All | +1,248.2% | +64.8% | +1,183.4% | +895.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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