+62.2%
PANW vs FDX
+65.6%
-3.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -0.5% |
| 7D | -11.8% | +8.1% | -19.9% | -11.6% |
| 30D | -14.4% | +13.9% | -28.4% | -14.3% |
| 3M | -5.0% | +5.5% | -10.5% | -4.6% |
| 6M | +88.6% | +15.1% | +73.4% | +92.8% |
| YTD | +88.9% | +43.2% | +45.8% | +89.2% |
| 1Y | +62.2% | +65.0% | -2.8% | +62.4% |
| All | +62.2% | +65.6% | -3.4% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling