+1,137.4%
PANW vs FICO
+524.6%
+612.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -2.0% | -3.0% |
| 7D | +2.5% | +1.4% | +1.1% | +2.1% |
| 30D | -18.7% | -0.8% | -18.0% | -19.3% |
| 3M | -16.6% | -31.3% | +14.7% | -9.0% |
| 6M | +49.7% | -33.9% | +83.6% | +61.0% |
| YTD | +75.2% | -57.6% | +132.7% | +121.6% |
| 1Y | +53.6% | -59.7% | +113.3% | +98.2% |
| 3Y | +154.6% | -28.0% | +182.6% | +139.5% |
| 5Y | +275.8% | +91.0% | +184.8% | +116.8% |
| All | +1,137.4% | +524.6% | +612.9% | +326.6% |
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