+1,248.2%
PANW vs FHN
+128.3%
+1,119.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -14.6% | -4.8% | -9.8% | -13.7% |
| 3M | +18.3% | -0.7% | +19.0% | +18.4% |
| 6M | +100.5% | +10.6% | +89.9% | +96.0% |
| YTD | +79.5% | +4.6% | +74.9% | +77.1% |
| 1Y | +66.7% | +11.4% | +55.4% | +61.9% |
| 3Y | +161.2% | +132.3% | +29.0% | +118.1% |
| 5Y | +322.2% | +90.2% | +232.0% | +251.6% |
| All | +1,248.2% | +128.3% | +1,119.9% | +834.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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