+1,248.2%
PANW vs FERG
+351.3%
+896.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -0.8% | -2.6% | +1.8% | -0.4% |
| 30D | -14.6% | -8.9% | -5.7% | -13.2% |
| 3M | +18.3% | -2.0% | +20.3% | +18.7% |
| 6M | +100.5% | -3.2% | +103.7% | +100.6% |
| YTD | +79.5% | +1.5% | +78.0% | +77.6% |
| 1Y | +66.7% | +0.5% | +66.2% | +65.0% |
| 3Y | +161.2% | +50.4% | +110.8% | +139.8% |
| 5Y | +322.2% | +68.7% | +253.5% | +275.1% |
| All | +1,248.2% | +351.3% | +896.9% | +1,149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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