+332.2%
PANW vs FDS
-28.1%
+360.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +3.3% |
| 7D | +2.0% | -16.0% | +18.0% | +9.1% |
| 30D | -11.8% | -6.7% | -5.1% | -9.6% |
| 3M | +28.6% | +6.0% | +22.6% | +23.1% |
| 6M | +104.4% | +25.1% | +79.3% | +80.1% |
| YTD | +83.8% | -8.1% | +91.9% | +86.9% |
| 1Y | +71.5% | -26.0% | +97.6% | +93.6% |
| 3Y | +172.2% | -36.4% | +208.6% | +229.0% |
| 5Y | +332.2% | -27.7% | +359.9% | +455.1% |
| All | +332.2% | -28.1% | +360.3% | +455.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling