+3,722.6%
PANW vs FERG
+722.0%
+3,000.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +2.0% | -1.0% | +3.0% | +2.1% |
| 30D | -11.8% | -11.8% | 0.0% | -10.2% |
| 3M | +28.6% | -1.2% | +29.8% | +28.9% |
| 6M | +104.4% | -2.3% | +106.7% | +104.2% |
| YTD | +83.8% | +0.8% | +83.0% | +82.3% |
| 1Y | +71.5% | +0.5% | +71.1% | +70.0% |
| 3Y | +172.2% | +51.4% | +120.8% | +153.3% |
| 5Y | +332.2% | +67.5% | +264.7% | +292.5% |
| 10Y | +1,306.4% | +348.1% | +958.2% | +1,130.6% |
| All | +3,722.6% | +722.0% | +3,000.6% | +3,291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling