+3,684.3%
PANW vs FDS
+247.8%
+3,436.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +1.0% |
| 7D | +2.0% | -8.8% | +10.8% | +6.1% |
| 30D | -13.0% | -1.4% | -11.6% | -12.6% |
| 3M | +28.6% | +13.9% | +14.7% | +18.8% |
| 6M | +103.0% | +27.4% | +75.6% | +76.3% |
| YTD | +81.9% | -2.5% | +84.4% | +78.4% |
| 1Y | +69.6% | -23.8% | +93.4% | +85.4% |
| 3Y | +169.4% | -32.5% | +201.9% | +210.0% |
| 5Y | +331.0% | -23.2% | +354.2% | +362.0% |
| 10Y | +1,292.3% | +76.4% | +1,215.9% | +826.7% |
| All | +3,684.3% | +247.8% | +3,436.5% | +1,838.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling