+1,292.3%
PANW vs FICO
+647.8%
+644.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -2.6% |
| 7D | +2.0% | -10.6% | +12.6% | +5.4% |
| 30D | -13.0% | -6.3% | -6.6% | -11.7% |
| 3M | +28.6% | -19.7% | +48.4% | +35.3% |
| 6M | +103.0% | -31.8% | +134.7% | +123.7% |
| YTD | +81.9% | -41.8% | +123.8% | +113.4% |
| 1Y | +69.6% | -36.4% | +106.1% | +87.6% |
| 3Y | +169.4% | +9.3% | +160.2% | +123.6% |
| 5Y | +331.0% | +113.0% | +218.0% | +153.0% |
| 10Y | +1,292.3% | +665.4% | +626.9% | +343.4% |
| All | +1,292.3% | +647.8% | +644.5% | +343.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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