+167.4%
PANW vs FDS
-36.6%
+204.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +2.7% |
| 7D | +2.0% | -16.0% | +18.0% | +7.2% |
| 30D | -11.8% | -6.7% | -5.1% | -10.1% |
| 3M | +28.6% | +6.0% | +22.6% | +24.7% |
| 6M | +104.4% | +25.1% | +79.3% | +86.4% |
| YTD | +83.8% | -8.1% | +91.9% | +86.1% |
| 1Y | +71.5% | -26.0% | +97.6% | +89.2% |
| All | +167.4% | -36.6% | +204.1% | +203.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling